It was because I was invoking expandNode just before rendering instead of application phase.
Why it is not pemitted to do it just before rendering? I't non-sense because sometimes you want to open your tree after you have built it. If you are in another page you can't have an handle of the tree in the application phase so you can't open your tree programatically.
And state.setSelected(rowKey); doesn't work!
Because of bugs, no documentation etc... this still is not a good component, I have to say.