It is not the heat for sure because here where I live, it is really hot ( brazil ), so I always use it with a fan blowing air underneath the printer (ahahahha).
Update: After removing the Z axis and cleaning it very carefully with a toothbrush and an old T-shirt, I tested the linear bearings without the Z axis and it seems that the problem is the linear bearings.
I can feel a spot where the bearings resist, just a little bit, to move near the height where I have the problem. I rotated the linear bearings, just to see if it would get better, cleaned the rods (again) and carefully tightened the screws one by one while I was moving the bed up and down (again).
Now it feels a little bit smoother, after greasing the Z axis again, I will try a few prints to check if the problem is gone "forever". If it is not gone, I think I will have to buy/ask ultimaker new linear berings or new rods, or both, I don't know ahahaha.