Thank you Grant.
Hopefully, in my case, the problem was not caused by Windows and I am happy I didn’t have to reinstall it !
Again, all the requirements are fulfilled.
After removal of all the Sentry Installation (that came from the Steelseries landingspage) and reinstall of the Tobii drivers instead (coming from the Tobii’s EyesX landingspage), I could finally access the Windows Hello option in the Control Panel.
Maybe could you investigate on the equivalency of both drivers.