Thanks for your feedback @handrawn and @acorn.
If I set the default 2560 x 1440 to the recommend 100%, the UIs elements of any app become so small that my eyes can't visualize them efficiently.
I do need to upscale resolution and was trying to do that considering the next upper default Windows scaling setting which is 125%.
I'm sad that XDP isn't able to deliver adequated sized UI even for the default Windows scaling of 125%.
Reporting further tests I performed with other apps than Photoshop and Snagit, I can confirm Gimp and Inkscape are also sharp and crisp at 125% default scaling.

So I'm facing the trade-off between (a) having XDP UI and canvas content blurry at 125% default scaling and (b) having its buttons and input boxes not fitting the UI properly at 120% custom scaling, but at least providing sharp and crisp UI and canvas content.
I'm going to stick with (b), which is going to mess with some of my other apps UI too. This is for the sake I'm still enjoying XDP, and tolerating its shortcomings for now.

=> If this thread is of other users interest, I would ask someone to scale it to "Dear Xara" for reinforcing the problem being faced by designers that tends to use high DPI screen more and more, and XDP that can't handle this reality so far.

Best,
Carlos