Problem solved!
Many many thanks to Pierre-Louis Coll, Microsoft France, for his great help during several weeks of various tests and tries.
The source of the problem was very difficult to locate, but the solution is very easy!
In this Sony VAIO, the graphics card is an ATI Mobility Radeon HD 5470.
However, in C:\Windows\System32, Sony has also installed files for Intel graphics cards:
igd10umd64.dll and igdumd64.dll
Because these files are of course not used, simply delete them (or rename them if you are afraid to delete).
Then rerun Windows Update, it will immediately propose SP1!
Without reporting any error to the user, Windows Update did not propose SP1 because igd10umd64.dll was an old version... 8.15.10.2119 in my case...
Stupid, because this file is fully unused, and of course had a small probability to be at a recent version...
From Microsoft USA development team: WU blocks SP1 if igd10umd64.dll is in the range 8.15.10.2104 to 8.15.10.2141, my case!
Even if the problem is solved, some questions:
-to Sony. Why do they install files for another graphics card? Maybe easier for them to have the same installed files on all their machines.
-to Microsoft. Why Windows Update takes care of an unused driver, for another graphics card not on the machine? And WU should be chattier, explaining the reasons of any block.
But happy that this old problem is now solved! 
Message was edited by: zeff62
Message was edited by: zeff62