Davide, Yes those are Opuntia seedlings, I grow several most of the time, it's fun. The cotyledon drying up and falling off is normal as they get older, they are only there to provide photosynthesis until the plant can do it for itself. As for why the stem has no spines? I'm not sure there is a real answer other than that is the way God made it? Sorry. Nice loking plants.
Dan

The spines are modified leaves. No plant has leaves below the cotyledons.

Thanks Dan and SnB for your, Do you know why this seedling is growing quite fast compared to other cacti sown at the same time? Are opuntia a winter growing genus?
Davide