Why Netsuite create a cash sale if I select a payment method on a Sales order?

Because it's assuming that you're getting the payment with the SO entry, much like an over-the-counter sale. I can't recall specifically, but it might also make a different how you have your payment methods setup. Does it do it for all payment methods or just some? If for all, you'd just need to track the payment method on the payment transaction after being invoiced.

It is NetSuite standard behavior. when you select payment method on sales order than upon click on next bill button it will land you on cash sales page and if you select terms on sales order than next bill button will land you on invoice page.

Tks all! I came from dynamics 365/ax and it seems strange to me

Same thing happens if there is a default credit card on the customer record