Hello @Gabriele,
I re-tested everything on my own and indeed you cannot handle the BelongsTo Smart Relationship by using the set hook on the Smart Field. You indeed need to create a specific route to handle your BelongsTo Smart Relationship edition. So, unfortunately, you cannot have just one call to handle this.
See this doc on the relationship route to extends/implement so specific use case.
PUT /forest/{modelName}/{id}/relationships/{belongsToRelationName} ⟶ Update a belongs to field
Here, is another thread that gives an example of BelongsTo Smart Relationship full implementation.
I apologize for the wrong information I gave you first. 
Tell me if you need more help to make it work on your project.
Kind regards,
Morgan