I had another oil change.
We removed the cover on the interior air filter and surprise, it was completely empty, no interior air filter.
They checked in the computer why it was absent just to find out that, according to my VIN (serial number of the vehicle), it is normal that it is not installed, maybe it is included on US versions or the limited, I don't know.
Anyway, since it wasn't there, I ordered it (18$ CAN) and installed it myself a few days later, took about 2 minutes. Now the air is much cleaner, very much less pollen/dust inside the vehicle (and it shows, I've got allergies to all that, so I notice).
It also helped to filter exterior odors, not all but some of them, especially diesel engines odors.
So there it is, the compartment is there but most probably empty on your compass. If, like me, you need a "cleaner" air inside your vehicle, better check with the dealer or yourself if you have a interior air filter, if not, you're 18 bucks away from allergies free air.