Okay I know why .
I didn't want to give you my game so I created a test game. And surprise , it didn't work ... After trying multiple comparing, with my real game, I think it's because of the fonts used.
Open the stencyl file
( don't care about all the extensions not installed, it's my tes file, so that's where I test all my new extensions, ect)
apply just the external data extension.
Now if you compile it appears nice.
But if you change font to an other default one, id doesn't work, even though the characters appear on the font screen. Really weird.
(The font that I'm using is Cousine, you can download it everywhere, it's a free font