I've used the script suggested here https://community.metabrainz.org/t/sorting-multiple-artists-album-artists/390096/4
And it is working! Artists are show separately in artists view (in library). Though, the image is not corresponding to the artist, but I guess that's a detail.
I'll try to mess with some other scripting, see if I could even make it better (like the one suggest in the official MusicBee support pages HERE
EDIT: NOPE, the official script from MusicBee works good with MusicBee but messes stuff a little with Mediamonkey and Kodi since it adds a "guest artist" tag and I suppose it is not well supported by other software (a simple guess here).
So, to sum up, my issue was that:
1 - MBP seemed to merge and put "Artist X feat. Artist Y" directly in the "ARTIST SORT ORDER" tag
2 - This tag made MusicBee create and show a new single artist with both artists names combined (everytime a multiple artists songs was added)
3 - Using the script below in the scripting section of MBP, MusicBee was able to show separate artist in library view and not merge them into a single one.
And this did not seem to interfere with Mediamonkey or Kodi functionality!
Thanks for your support