Ok... I think I know what's happening, and If I'm correct I'm a completly dumbass xD
It seems that key taps are recognized and considered even in loading screen. With gamepad in hand (xbox 360), I usually tap A button repeatedly (an impatient one here...). It happens that the first emu in menu is the amiga one, and the first entry in Amiga's rooms is UAE4ALL, so, that's it. It's my "A" taps in loading screen that launch uae4all when screen becomes operative.
Yep... totally dumbass xD
Anyway, if I'm not a dumbass after all and the issue happens again (without "A" tapping :-P ) I'll let you know.
Thanks and regards!