Hi Romaric,
I've created a wish list item in our project tracker to be able to include in child page site map separate from the include in menu setting but I can't promise when we will get to it, there are a lot of higher priorities.
For now what you could do is set the child pages to not show in the menu and then instead of enabling the child pages site map on the parent page, you could add either an Html Content or Links/Simple List module to the parent page and manually create the links to the child pages. Not as convenient but it should achieve the goal.
Best,
Joe