I've finally figured out what was happening...
If you start a world level 2 level 15 character, you made it because you've got a DLC.
If you try to play with this character on another console which hasn't the same DLC installed, it will inform you that's a unconpatible data.
It's not about different regions... it's related with DLC protection.
OBS.: if you have this DLC in your account and login in a console as secondary, DLC's won't be necessarily started and you may have this advise on the character select screen.