Thank you for all the effort to find the problem !
I have added a link to this post here : Arduino Playground - MPU-6050
The capacitor at CPOUT should be 2.2 nF, so they had already the 2.2 nF in the factory assembly line. The capacitor at the REGOUT should be indeed 100nF. I guess it was cheaper to use the wrong 2.2 nF there, and since it works (a little) they didn't care.