Well, I will somehow answer myself, in case anyone is interested with this
It seems it doesn't only affect that version and that distro according to this thread https://bugs.launchpad.net/ubuntu/+source/nginx/+bug/1194074
So it seems to be a default behaviour.
However good I consider Nginx is, I don't follow the reason why an update should by any mean touch any document in the default web root, or then why a default web root exists in the first place.
If this the expected behaviour, it would even be better to force people to set their own default location to avoid such document overwrite.
Just trying to help people to avoid getting caught with this "tricky" behaviour