@A1ex
Thanks for your assistance ! Don't hesitate to ask more if necessary ! I am not stuck

.
a) more infos about my problem:
a.1) without ML card (I use the SD card for ML)
a.2) CF card in camera (formatted in camera)
a.3) I go to Canon menu : yellow settings menu / SETUP3 / "sensor cleaning" and set "auto cleaning" to "enabled"
a.4) I switch off the camera : the sensor cleaning screen appears as before; the red bottom led is not lit.
a.5) I then switch on the camera : the sensor cleaning screen
does Not appear; the bottom red led is lit.
a.6) if I go again to the Canon menu : yellow settings menu / SETUP3 / "sensor cleaning", the "auto cleaning" has been set to "disabled"
b) reinit all settings : no change
b.1) Canon menu / yellow settings menu / SETUP4 / "reinit all settings"
b.2) the "auto cleaning" feature is actually set to "enabled" if I verify in the Canon menu
b.3) then I get the same as above in a.4) , a.5) and a.6)
[EDITED 2017/04/07]
c) circumstances ?
no CF card ? Unknown
I think (not sure at all) it may be due to the fact that I tried to repeat the problem I got with no CF card in the camera (silly thing : should not be done without further investigation): the camera got stuck; no message ; I had to remove the battery.Investigated by A1ex (thanks a lot) : no such problem when switched on with no CF card (see post #156).