Finaly, I have used a nested if in a personnalised validation. The formula is
something like this

=If(A1=0,25;True;If(A1=0,5;True;If(A1=0,75;True;If (A1=1;True;False))))

I don't like this solution because it does not adress the real problem, but
at the least it work. And then I wonder why the problem is there when I use a
list but not with the personnalized validation. It probably have to do with
the fact that in each case the copy function does not work the same way and
even then there is a diiference in the way a formula and a list are treated
by the copy function.