Hi Roberto,
Thanks for the picture, it's cristal clear and your understanding is correct: we run the DC notch in the MCU, just before the FFT and not at the sensor level. Rational is to remove the DC content of the waveform vs time (1g for |XYZ|) that would otherwise appear as a significant power in the 0Hz bin of the FFT plot, hidding the smaller frequency content nearby.
Regards, Jacques.