why is my Database Engine Tuning Advisor trying to create statistics, even when I'm using "auto create/update statistics" I made everything I can in some procedures and queries to tune some processes. So I'm using tuning advisor to see if I missed something, and to my surprise, there's a lot of statistics to be created ( Create statistics...).

But my database is set to auto create and update statistics. why is tunning advisor creating the? why sql server is not creating them during the execution of these queries/procedures?
Auto Create Statistics will not create multi-column statistics, only single-column. Indexes will create multi-column based on the index automatically, though. 

So DTA is simply recommending statistics that don't exist as indexes already. 

Most people don't recommend DTA anymore. I don't think it has been maintained for a few years now.  Lots of other tools like sp_blitz will recommend indexes a lot more intelligently.