So, just for info if theres some people on the forum who encounter the same problem with the Pentax LX.
I had the chance to talk to a LX specialist (but who don't repair cameras anymore
) and he taught me a lot about this camera hardware.
The foams in the very inside of the LX tends to break up, which means that little foam residues fly inside the device and block some mechanism.
The blocking of the wind mechanism is one of the most common failures of the LX.
The only way to repair that is to totally dismantle the camera, unblock the mechanism, wipe the dust and replace the foams.
But apparently mine is more than blocked, he's completely broken, that don't smell good at all, because spare parts are getting more and more complicated to find.
I'll send the device to Erik in monday morning, hope he will find a way to repair it.