So, I found something.
I decided to come back to the officiel website and, in the description of the template, it's written:
"New: Inbuilt CSS and Javascript Compression"
So, I thought, it might be something to do with our problem.
In the template menu, there're multi setting:

When I put "Optimize JS" on "non", everything was fine.
But I didn't really understand this setting, and I don't really know the consequences of this option. In practical terms, what's going to change ? (except that Jcomments works now!

)
Join = all CSS files will be joined (merged) in one CSS file (same with JS, one big JS file)
Minify = all files (CSS ot JS, as you wish) will be optimized to smaller size. (this is not Gzip). This script in template remove author comments in files, remove white spaces, etc...
Compress = files will be compressed with Gzip.
But, it is better explained in your image.
As you ask what they means it is better for you to deactiavte them all. Soon or later you will have big problems with your website in future.