@laurent
Just had a quick look at this to test it and hopefully to save you a little work identifying the problem.
This can be duplicated on 1.3.9 and 1.2.6. It seems to occur when the ENEX file is imported as ENEX(HTML).
- Importing as ENEX(MD) and then exporting as JEX creates a resources folder in the JEX containing the pdf.
- Importing as ENEX(HTML) and then exporting as JEX creates an archive without resources.
The most noticable difference between the HTML & MD notes in Joplin is that the ENEX(HTML) import references the pdf resource as an <a href=joplin://xxxxxxxxx> hyperlink and not a [filename](:/xxxxxxxxx) resource link.
In the screenshot above the pdf link does not have a Joplin PDF resource icon and so appears to be being treated as just a hyperlink.