Hi Gianluca, I had the same thoughts as you regarding mounting the tube vertically. I have seen it done somewhere on youtube (can't remember where though).
I think one of the issues would be leverage of the tube on the mounting points unless you secured the entire length to protect the tube. Then if you supported the entire tube, you are putting quite a bit of strain on your gantry (I'm assuming you are thinking of mounting the tube so that it can aim directly into the lens?) with the very rapid movements typically required of a laser cutter (don't know if Moment of Inertia is the right term for the issue I am thinking about).

I am going to incorporate a laser on my non-existant CNC router and it will be horizontal unless the technology changes before I get done.

Clayt