Ok, I have discovered two more things..
1)It appears, that when I have the landing autopilot turned on, the gear work properly.
2)The gear also go up by themselves when the AI use the plane
Don't know if this means anything, just thought I would mention it.
EDIT
After a little experimenting, I confirmed #1:
When the landing autopilot is on, the gear behave properly, when it's off, they don't