Today I've found a solution to this issue.
In visual studio, select "display all files", this way you'll see some hidden files, and the missing feature.xml and user control are in a filder called "CUT".
Move the feature and user control to their respective folders and build the solution, deploy and the "self management" feature now can be activated.
Also this makes to appear the self management web parts (login, change pwd, etc) and they work fine.
Don't delete or comment the feature because that breaks other stuff.
I google this and nobody seems to find out those hidden files, they just drop the feature line.
I downloaded the latest change set before doing this.
Hope this helps,