Hi Juan-Carlos,
Please check in IMG activity" SAP Solution Manager -> Capabilities (Optional) ->IT Service Management->Transactions->Define Transaction Types" that the Channel of transaction type 0005 is GUI CRM Web UI:
Check in IMG Activity "Customer Relationship Management -> Transactions -> Settings for Activities -> Maintain Categories, Goals, and Priorities -> Maintain Categories" that Category 401 is assigned to G E-mail as below:
By the way, you can see the emails also in the Related Transactions, and in the Processing Log as Transaction History instead of Linked E-mail.
Regards,
Raquel