Sorry for the late answer, I’m only using Qt for learning from the examples purposes,
and as I have already developped my own MPR viewing UI using natively WPF/C# in conjunction with VTK/C++ built from sources( working and more stable already than the four pane viewer example in my current experience with VTK9 ), so I did not use Qt for a while ; but went back to it today and answering my own question for others to benefit, the problem was :
The Qt plugins (in particular the windows plugin) need to be either in the executable directory (like it is in apps such as ITK SNAP when searching for state of art deployments simpler than 3dslicer) or better in my use case: you just need to add once for all the extra path to
C:\Qt\5.15.2\msvc2019_64\plugins\platforms
Once I added this extra path, it worked with Qt 5.15.2 (changed back to Qt5 influenced by the @mwestphal advice upper in this thread).