I'm sorry but I still don't understand ...
The listener.ora file contains several SID but not the XXX SID which does not exists.
Then I put SID=XXX into one address in the tnsnames.ora on the client side.
Then I've tried to execute tnsping on the client side to test the alias which reference the XXX SID.
And it works ...
Whatever I put on the (CONNECT_DATA=(SID=...)) string, tnsping always says OK !
Is that normal ?