Hi Gokul,
Many thanks for the link to that threat, Rachel Tang's reply on that discussion is very complete and included the answer to my question.
She comments that three points must be checked to activate Integration Planning:
1) Mark "Integrated Planning" at CO Version/Year level (SPRO > Controlling > General Controlling > Organization > Maintain versions).
2) Mark "Integrated Planning with costs centers/bus. processes" at CO Version/Year level (same transaction).
3) Ensure WBS Element has Integration Planning marked (PRPS-PLINT = X). [It looks like this is done automatically by marking Project Integration at Project Profile level BEFORE project is created]
In my case, I had first and second steps correct. However, even though I had marked Integration Planning at Project Profile level, it seems that already created Project Definitions are not updated with new Integrated Planning value after it is changed at Project Profile level.
Maybe it is possible to modify WBS Element's Integration Planning flag manually (though SAP OSS Note 301917 states that this is impossible), otherwise I could never achieve Integration Planning for already created projects.
In my case it would be more suitable to use the alternative of adding Business Transaction "Write plan line items" to User Status.
Many thanks to Sanjeev and Gokul for your help.
Best regards,
Pablo