Thanks for the answer and the example @geert_2, it makes sense now that you say it.
But I'm surprised this is not an option to setup somewhere and even more why this would be the default option.
I mean you can just cut the intersection out of the model in your editor, I don't see why this would managed in the slicer.
I tried this : Union overlapping volumes ( https://ultimaker.com/en/resources/20424-mesh-fixes ), but it does not change the behaviour for me.
I'm a beginner, so I may miss something obvious here but for me it would make more sense to edit the model in the 3D editor.