In testing, the user on a db i\'ve used was a big jefe. In production, he only has Execute.
When I called,
Membership.DeleteUser(user)
OK, guess what? I read this: http://forums.asp.net/t/1254087.aspx
Ok, few minutes after sending my post I found the solution :) It turns out that SELECT PERMISSION had to be added for ASPNET user on vw_aspnet_MembershipUsers view.
But it is still mystery why I didn’t get an error concerning lack of permission. EXIST statement was just returning false.
and gave the production user SELECT permission and voila! It works! Thanks guys!