Hi Christophe,
It's likely because Wwise is set to play converted audio only- if the Original button is grey, you must convert those objects before you can play them. You can do this by selecting one or many objects, or a whole work unit if you want, and press Shift-C (or right click... convert.) Once a soundFX is converted, it's name will have grey text instead of blue. Converting the SFX means you get an encoded copy of your audio, according to whatever format you selected under the source settings tab. I like to keep original deselected, because it gives me an accurate representation of what will be playing during gameplay. You'll also notice that any time you make a change to the original source wav, you'll have to re-convert before playback is available.
If you want to play the original source wavs without converting, you can select the original button to make it blue.
Cheers,