[Karellen]

When We Scrape a new movie without file nfo and with his Artworks on local, Kodi use by default the local artworks
I don't understand why Kodi have not the same behaviour when we refresh a movie info with choice "from internet" ?

You are correct. When using the Refresh button, local artwork is ignored.
I don't know if this is a bug or intentional, but has been this way since Refresh was first added many years ago.

If this is a problem for you, then don't use Refresh. Delete the movie from the library, then scan it back in.

You could create a bug report on Github.