Hello Aurelien,
I hope you are fine.
May you tell me which IED and Firmware version are you using?
It is possible to do so.
As you can see in this screenshot bellow I typed "https://[IP_Address]/mendix/" (using the IED reverse proxy configurable in IE Plugin with NGINX default template config file) and it redirected me to the MxE App Login without going to the Industrial Edge Login: