Hi Marco,
Yes you are totally correct, no snapshots are left behind when incr/diff is done using CBT.
In the FULL backup job do you have messages stating that it is actually using CBT?
[Normal]
From: VEPALIB_VMWARE@server.domain.com "/TESTDC" Time: 12/06/2014 10:57:31
Virtual Machine 'TESTVM01': Getting Changed Blocks for disk scsi0:0.
What vmware virtual machine version is the VM? I think it has to be minimum verson 7 for CBT to work, can you check/confirm this as well?