In a view, I am trying to only display the profile picture of the connected user only but I get the profile picture of ALL the users instead.
I am surprise because In my view, in the user selection options, I clearly clicked on "Use the actual user or user showed in a loop (see picture attached.
I can't see the problem because I'm not logged in, and I don't have log-in credentials for your site (they have been removed from Shane's thread because it is resolved).
You are using a View that queries users without any kind of filter, and so the View will return *all* users and then iterate over them and output what you have in the output template, namely the profile picture.
If you only want to display this for the currently logged-in user you don't need a View at all. Just use the wpv-user shortcode directly, where it will display fields for the current user unless you specify something else.