Wait a second... IT WORKS!
OK, apart from that change, I also had to tweak some parameters using dconf-editor. In branch "org.cinnamon.settings-daemon.plugins.power"
dconf.png
I changed percentage-critical to
5 and percentage-action to
4, but it's essential to set use-time-for-policy at
false (
unselected checkbox). As you can see, critical-battery-action is set to interactive, just like button-power (as I had set that the notebook power button should ask me what I'd like to do).
OK, so a few seconds after battery charge went down to 5%, a notification appeared on the top right of the screen, and a sound effect was reproduced (it was very low, but you can change the volume and/or the sound effect itself in Preferences > Sound > sound effect tab ). I didn't plug the charger and instead kept on waiting. A few seconds after battery charge went down to 4%, the "Shut down the system now?" dialog appeared, with all the options buttons below the question. I plugged in the charger and simply gave 'cancel' to the request.
Well, I would say that until they do something better (and I hope they will!), I can survive with this solution
I hope this will help other too!