Well, I'm on a WP 3.9 with Wynn theme.
I do use "Appearance > Menus" properly... As well I do use "Pages > desired page to be a sub page > Mother > Select Mother Page"
When permalinks are set to Default sub pages do work.
When permalinks are set to Post's name sub pages do not work.
I think .htaccess is working as well... because single pages works great with permalink set with postname one have a g.
Anyone has a glue why is it happening?