Hi Sebastien,
If the customer does not checkout, then no account is created. This is a WooCommerce limitation. Because the account is not created, there is no trigger for the email verification to be sent.
However, there are a couple of workaround that you could try.
1. You could ensure that customers create an account while checking out. The option is under: WooCommerce > Accounts and Privacy > Account Creation > Allow customers to create an account during checkout
2. You can block the checkout process for unverified users. The option is under:
Blocking > Block checkout
3. You can block order emails until the customer verifies his email. To do this you can use the option under:
Blocking > Block order emails