Hi @Moschini, Claudio,
A .PPSX file will be automatically formatted to .PPT if you embed it into a SharePoint Online page using File and Media web part. This is by design and I'm afraid there is currently no approach from user side to change it.
As a workaround, I suggest record your presentation and export it as a video. Then, you can embed the presentation to SharePoint Online page using Stream web part.
Thanks.
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