J'ai du passer la conf du fichier
/etc/pure-ftpd/conf/BrokenClientsCompatibility

de "yes" à "no"

Puis redémarrer le service :
sudo service pure-ftpd-mysql restart

et voila filezilla "marche"

EDIT: Pourquoi ? http://marc.info/?l=pureftpd-list&m=126044538824016

Here's what this switch does:

• Symbolic links are made up as real files or directories
• The server insists on entering a password even when there's none for the
  anonymous user.
• When there's no anonymous account, instead of replying "this account
  doesn't exist" when the client tries to use it, the server replies "of
  course it exists, go ahead" and then replies "oops no sorry it doesn't
  exist" after the next step, when a dummy password is received. This stupid
  behavior was required prior to IE8.
• EPSV is disabled.

Donc voila, pas de EPSV donc pas de fichiers visible sous filezilla...