According to the Unified Model of Active Galactic Nuclei (AGN), optical and X-ray classifications should match, in sense that an X-ray absorbed AGN should appear as obscured in the optical range. However, there is an important fraction (10-30%) of AGN whose classification does not match. To provide insight into the apparent mismatch between the optical and X-ray absorption properties observed in this kind of objects, we have conducted a detailed study of two X-ray unabsorbed AGN with a type-2 optical spectroscopic classification. In addition to high quality X-ray spectroscopic observations, that we used to determine both the AGN luminosities and absorption, we have a VLT/XSHOOTER UV-to-near-IR high resolution spectrum for each object, that we used to determine the AGN intrinsic emission corrected for both contamination from the AGN hosts and extinction. Thanks to the high quality data available for these two intriguing sources, we unveil the origin of the mismatch. The most likely explanation is that both objects have an intrinsically high dust-to-gas ratio. This detailed study will be followed by a statistical analysis of the Type-1 Bright Ultra-Hard XMM-Newton Survey (BUXS) subsample. This sample is selected in the hard X-rays, then it is possible to detect AGN with NH column densities up to the Compton-thick limit (~10^24 cm-2).