At the end of the day, this issue is now solved !
The root cause is an issue with some arts (background pictures) contained in EmulationStation Menu.
To solve it :
2. Download the file: es_theme_simple_v1.4 (9.9mb today)
available here: blog.nilsbyte.de/download/emulationstation-theme-simple-v1-4
3. Extract the folder: simple
4. Copy the folder: simple in /etc/emulationstation/themes/
Thanks to Wagner Tick Biagioni Libardi.