Drush > ignore files and folders (ie : IDE conf) when pm-update Do you know if is there a way (by command argument, or in config) to ask drush not to remove IDE's configuration files and folder?

To be clear, Phpstorm create a .idea folder with project configuration in the root folder; when I run drush pm-update drupal, this folder is removed. Is there a way to ask drush to not delete this folder?
Nope.  Drush always does a full directory replacement when upgrading a module with pm-update.  This insures that any files removed from the release do not remain on the disk after the update.  Contributions to improve drush in this area would be appreciated.

As a workaround, if you have your .idea folder checked into git, then you could always use git checkout -- .idea after pm-update to get it back.