Hi Santos
 ... Am I missing something?
Maybe. Or maybe I  missed something. Or maybe we both missed something.  

OK, I decided to test this out on one of my machines. I changed  RUN+=  to:
RUN+="/bin/ash -c 'touch /home/tc/KBD'"Make udev aware of the new rules file:
sudo udevadm control --reload-rulesI unplugged and replugged the keyboard. When I checked my home directory, there was an empty file called KBD, so
the rule did run. I also noticed it remembered that  NumLock  was on.
I use a US keyboard so have no need for  setxkbmap , but I have  numlockx.tcz  installed and used that for the
next test. I changed  RUN+=  to:
RUN+="/bin/ash -c 'DISPLAY=:0 /usr/local/bin/numlockx off'"I unplugged and replugged the keyboard. The  NumLock  LED briefly lit up before  numlockx  turned  NumLock  off.
So running an  X  application to change the keyboard works too.
Remember to run the  udevadm  command when you first copy the file to  /etc/udev/rules.d/
When editing the file, don't forget to hit  Save  before testing it again.
Watch your spelling, punctuation, and capitalization when making changes.
 ... (.txt file downloaded ... 
On the off chance you changed it, I think the filenames have to end in  
.rule