I have restarted one again the procedure by manually formatting the usb key with fdisc instead of using gparted for this purpose.
This time it was able to launch the installer for morphos 3.9 ... I guess gparted use different default parameters ...


However, I have not been still able to install it ; I obtain many errors related to device state...
I guess the HDD of this computer are faulty... need to change them before continuing :(