Hi Antoine,
I'm sorry, I should have also mentioned that our ExpandableCollectionConverter type converter that gets automatically injected for collection properties will create a ListItemPropertyDescriptor instance by default for each item in the collection. That's how that gets put in place.
By the way, our PropertyGridCollectionReadOnlyItems QuickStart shows how to override ExpandableCollectionConverter and apply some customized item property descriptors. You might want to try something similar to see if the virtual ListItemPropertyDescriptor.CanRemove method is called and what it's returning.
Other than that, if you can't figure it out, please make a new simple smaple project that shows it happening and send that to our support address. Remove any bin/obj folders from the sample you send, and rename the .zip file extension so it doesn't get spam blocked. Thanks!