I found that the "update taxes" button appears only if the sale order it's not confirmed when changing the fiscal position.

But it never shows up on invoices, is it by design ?

Hey Alessandro,

For fiscal position to take into affect the product must have ALL taxes on it.

Ex 
Product Name : TV
Taxes : Sales Tax 1, Sales Tax 2, Sales Tax 3

and then for your fiscal position and you only want Sales Tax 1 applied you would put

When Sales Tax 1 apply Sales Tax 1
When Sales Tax 2 apply none
When Sales Tax 3 apply none

You can also use the fiscal position to apply multiple fees to a product as needed like if you need to apply a tax and a bottle fee.