Dear Francis:
What I am perceiving from your answers is that if nginx can not know with (!-d or the try_files) that the uri is a directory or a file, there is not much it can do about not removing slashes from the uris it gets.
Is there a way to tell nginx that if it gets a "/" from the upstream to leave it the way it is? I guess I will give up the idea of having all urls without a trailing slash.
Regards,
Alex
P.S. I will look into having the APP remove the trailing slash since it should know better what it is a directory or a file.