OK the issue was that in the xcode project, BOTH portrait and landscape are listed. On tablets, is enough to rotate the device (without rotation block obviously) in landscape and THEN launch the game.
On phones, that doesn't work - if the device finds that portrait IS SUPPORTED, it always starts in that mode. (I know it's dumb, but you can't do anything about it since is hard coded).
I think honestly the best would be to disable by default portrait when Ren'Py makes the projects, considering that 99.9999% of games will be landscape (unless you custom code a game to be portrait... but it's super rare).
This would avoid to manually remove portrait every time you rebuild, and also probably reduce the support a lot, since I am sure many people will have this issue when they publish the games on the iphones