Oh! Is that another occasion from you to save me?
I am indeed at 230V AC here in Switzerland.
Thanks a lot for having checked!

Here is the calculation I did:
The specs says 5A / 125V, which means the connector can handle up to 625W.
It will be attached to a MW PSU LSP-160-12T, max power drawn will be 160W.
And 160W at 230V correspond to around 0.7A.
Finally, as 0.7A is very far from the 5A max, I thought I was all good.
And further more, looking at another LP12 product page from CnLinko, we see:

So what do you guys think, is it safe to use that connector @230V?