@mitu Hi Mitu, just to tell you that:

pi@retropie:~ $ sudo pip3 install -U git+https://github.com/marcusva/py-sdl2.git

...solved the problem.

Now, I don't get anymore the 'Unable to install binary for joy2key' during a Retropie update and, now, I can navigate in the retropie-setup menus with my joypad. And, it has been verified after a reboot, also.

So, many thanks for your great help!

Have a great day.