Never mind, we found the problem:
Turns out that the original RFC user that our basis created was created as "Dialog", then we changed it to "System" and then we added the roles and profiles.
Seems that when we converted the user from Dialog to System, something went wrong... Don't know exactly what.
The curious thing is that when we deleted the user (on source system) and recreated it (System user since the beginning), configuration was created successfully.
Cheers!