Hello Erwann,
Welcome to Microsoft Q&A forum.
I understand how annoying it can be when you are unable to press Alt in game because the OS seems to register it. Before we proceed, may I know if this issue happens in Exclusive Fullscreen mode as well?
In the meantime, a workaround for this is to use Microsoft Powertoys and switch the function of the 2 Alt button. Can you please try that first?
I'm waiting for your reply.