I waited until the E80.90 version of the Check Point VPN client for Windows was released before finally asking for help.
Since version E80.87, the official method to pre-configure the MSI package of the VPN client for Windows no longer works. Of course, I tried the VPN Configuration Utility (https://supportcenter.checkpoint.com/supportcenter/portal?eventSubmit_doGoviewsolutiondetails=&solutionid=sk122574) and the command line solution with cpmsi_tool.exe. None of them work anymore, Check Point client does not memorize the address of my server and deployments via MDT are therefore unsatisfactory.
Am I wrong in my way of doing things or do we need Check Point to update their configuration tool?
PS: I tested all this on a clean Win 10 x64 (1809) virtual machine.