I am glad to share that I figured out the reason for my problem :)
XGBoost is a technique which works on the principle of ensemble, so XGBClassifier creates multiple trees and some trees can ended in only one leaf. I realised that the functions used to plot export_graphviz or plot_tree plotted the first tree of my model as default and not the best interaction. To do that I must set the parameter "num_trees":
"num_trees (int, default 0) – Specify the ordinal number of target
tree"
So, I have to find the ordinal number of the target tree.
Fortunately, there are two functions that set it for us .get_booster () and .best_iteration.
See below the code to plot the tree with the best interaction.
plot_tree (model, ax = ax, num_trees = model.get_booster().best_iteration)