OK, I think I know why. Like on many systems, PS CC doesn't start on my system if not run as an administrator. An old issue never fixed and still there in this new version. Same problem with Bridge by the way, but not with Lightroom.
So the first launch failed (spinning wheel forever). I had to kill the process. After changing the .exe properties in order to have PS running as an administrator, PS started properly but I guess that the settings transfer process was bypassed.