As CommonsWare said the given URI upon I needed to create a Scheme is not a valid URI thus the scheme didn't not work and the application didn't launch. After this explanation the server side guys were convinced to change the URI to myapp://... and it worked like magic :).
The Activity looks like this now :
<activity
android:name="com.myapp.test.SplashScreen"
android:exported="true"
android:label="@string/app_name"
android:screenOrientation="portrait"
android:theme="@android:style/Theme.Black.NoTitleBar.Fullscreen" >
<intent-filter>
<action android:name="android.intent.action.MAIN" />
<category android:name="android.intent.category.LAUNCHER" />
</intent-filter>
<!-- Test for URL scheme -->
<intent-filter>
<action android:name="android.intent.action.VIEW" />
<category android:name="android.intent.category.DEFAULT" />
<category android:name="android.intent.category.BROWSABLE" />
<data android:scheme="myapp" />
</intent-filter>
<!-- End Test for URL scheme -->
</activity>