Why does swiftmailer doesn't use my HTML template?
My mistake!
I put my email template swiftmailer--sel--emailforurgentservice.html.twig in "mayo" theme which is the theme the users of the site will see.
Mailsystem was set to use "current" theme.
When I made my tests, I did it as 'user 1' and the theme when the email was triggered was "Seven" (Administration theme).
I changed the settings of Maisystem:

And it works as expected!