I have a HTML file and a bunch of CSS files (bootstrap,.blabla,...)
On html if I call Ctrl + Space on a "class" attribute the auto-completition work as expected.
But if in this same html file I put some <style> tag with some css definition, the auto-complete just work local and external css files are ignored.
Is this a OK behavior?
Yes -- it's expected behaviour -- it was originally designed to behave like that (I do not remember the reasoning now (I've read about it like 3 or so years ago) -- but you may find some dev's comments about that in one of the linked tickets -- just search for "css completion").
https://youtrack.jetbrains.com/issue/WEB-7317 -- watch this and linked tickets (star/vote/comment) to get notified on any progress.