Hey Maxime, thanks for joining the Anaconda Community!
This was a change made to JupyterLab a while ago, and whilst we benefit from all the great work they do over there, it does also mean we follow their default changes.
Definitely a topic that divides opinion, as the thread there shows. Fortunately this meant that they had to provision for both preferences, so you can re-enable it by clicking Settings → auto close brackets.