I cannot understand why my guitar sound through a guitar amp plugin is so different. When I monitor everything is fine, while listening the playback result in a definitively less bright and dynamic sound. Aren’t the two signals (live and recorded) being processed in the same exact way?
Yes. The plugin itself does not know if its audio input is “live playing” or a recording.
As long as you are not recording in a very low sample rate and/or bit depth, it should sound the same.
Are you using headphones while recording? One thing I can think of is that you may hear the acoustic sound from your guitar while playing live that would add to the brightness and a bit to the dynamics as well (depending on amp sim settings).
Another thought is that your audio interface may have a “direct monitoring” feature that lets you monitor the input signal directly before it is routed to the A/D converter and into your DAW.
If you set up a recording session as you normally would, then mute the guitar track in Cubase. How much of the guitar can you still hear, both acoustically and/or through your monitors/headphones?
Thank you @mlib. I’m recording at 48kHz/24bit, and using decent Kali monitors. I’ve muted all the channels on the audio interface so the direct signal is muted (I hear nothing when the track monitor is off). The only acoustic sound of the guitar strings is so low when I increase the volume. I see that someone on the web had the same problem 
Do you experience this issue in multiple projects, or is it primarily one project?
Have you tried creating a blank project (not from a template) with only one guitar track on it?
Yes, I’m on a single project with just one track. I already had this doubt in another test session (I’m new to recording) and it scared me but didn’t pay attention anymore. Starting a new project to test other things today, and the problem is still there. I hope I’m doing a mistake somehow, otherwise, my trust in Cubase will be gone (it’s not the first issue I had).
Is the monitor feature doing some steps less (processing, conversion, don’t know…)?
Some amp sims has a built-in audio recorder. If yours do, I would try the amp sim in stand-alone mode and see if I experience a difference there.
Which amp simulation is used?
Are you listening with headphones while you recording?
Were do you insert the plugin?
Input channel? Is it already recorded?
Today the problem seems disappeared. Maybe a strange flacky behaviour…who knows. 
Thanks god I can continue with my tests 