Why is the "wc" command saying that I've got only one line in a file while in fact there are really two?

Or do you think that in order to qualify as a line in Unix you must be terminated with a newline character?

Actually, yes - even POSIX says that:

The wc utility shall read one or more input files and, by default, write the number of newlines, words, and bytes contained in each input file to the standard output.