The answers here solve the question but for completness I will show my solution based on YoungFrog answer which in my opinion leads to a problematic state where no more confirmation will be asked for any process buffer killing.
I just want to be able to kill
*ansi-term-1* buffer with no confirmation :
(defun perso/close-shell ()
;; remove confirmation for process buffers
(delq 'process-kill-buffer-query-function kill-buffer-query-functions))
;; confirmation is now active for other process buffer
(add-to-list 'kill-buffer-query-functions 'process-kill-buffer-query-function))
and revert to the previous state where confirmation is asked for other process buffers.