Any product purchase add credit to the wallet, then the wallet is never charged

This sounds like you haven't removed the "Deposit completion message" from the default checkout flow. It's only a message and should not credit or debit the balance from anything. Just make sure to disable this pane from your payment workflow.

Regarding the balance not being debited, if you're using the funds method as payment gateway, it should normally work. What it does is debit the user bying the product and transfer the funds to the admin balance (user 1). If you were trying to buy the product with user 1 then this might result in a "transparent" transaction.

What do you have in your transaction history? Does the transaction happen?

Sorry You were right, I have fallen in a transparent transaction.

I have the same situation but under different circumstances:
I managed to install the following modules:
Commerce license
Commerce License Content and its submodule Commerce License Publish Content
which gives me the ability to charge users for a license to post ads (in this case an article as a content type) that is limited in time.
When Commerce funds is used as a payment method, a transaction is made(in commerce/funds/view-transactions the transaction from user to user is completed), but in such a way that it removes the price from the buyer and returns the same amount to the buyer's wallet, probably because the author of the article is the buyer or the owner of the purchased license is the buyer.
In the case when a regular Commerce product created by another user is purchased, everything works as intended, the user's balance is reduced by the amount of the product's price, and the product creator's balance is increased.
Please, if possible, some advice and guidelines where it is possible to make a modification to redirect all transactions to e.g. store owner or user 1 account. Thank you.

@drupal.rs,

You're right, the default behavior is actually to credit the author of the product.

If you want to redirect all transactions to admin user 1, you might want to patch or implement your own payment gateway similarly from this file: commerce_funds/src/Plugin/Commerce/PaymentGateway/BalanceGateway.php