It was still parented to an hidden object indeed. So I took everything apart to make sure nothing was parented and/or grouped and did the freeze and delete hist. thing. When I parented back the hierarchy it worked fine. Thanks for the help.
Now that it's fixed, I've been playing around with it.
It seems that any transformation to an object that isn't frozen afterwards will have effect on its direct children only. So, if any object in hierarchy has a transformation, it _must_ be frozen to prevent this behaviour. Either in hierarchy or not.
I now understand _how_ it occurs. But still don't know _why_. Does it have a deeper purpose or is it a bug?