Hello @mitu
Thank you very much for your hint about KMS in the config.txt file.
I really didn't paid attention to this.
It was really commented, I don't know why. I didn't ever edit this file.
Now the installation has finished successfully.
The solution was really uncomment the two lines below regarding KMS dtoverlay into /boot/config.txt (and restart) :
[pi4]
# Enable DRM VC4 V3D driver on top of the dispmanx display stack
dtoverlay=vc4-fkms-v3d
max_framebuffers=2
[all]
dtoverlay=vc4-fkms-v3d
start_x=0
gpu_mem=256
hdmi_enable_4kp60=1
Thank's a lot for your help. I hope this topic may help many other friends to enjoy Retropie.
Kind Regards.