Hi Franco,
1. Check your Master Switch for integration with PS and FI/CO.
SAP Portfolio and Project Management --> Project Management --> Basic Settings --> Check Global Settings
Maintain setting with Area = 0002(Master Switches)
Name = 0007(Integration with PS and FI/CO (see SAP Note 1427365)) with setting value = X and Save.
2. Allow account integration in the Project Type. And also choose transfer type.
SAP Portfolio and Project Management --> Project Management --> Structure --> Define Project Types.
3. Check integration with PS also at SAP Portfolio and Project Management --> Project Management --> Connection to External Systems --> Integration with Other Project Management Systems --> Enable Project Management Systems Integration
Regards,
Manjunadh.