This paper presents an alternative scenario to explain the observed properties of the Milky Way dwarf Spheroidals (MW dSphs). We show that instead of resulting from large amounts of dark matter (DM), the large velocity dispersions observed along their lines of sight can be entirely accounted for by dynamical heating of DM-free systems resulting from MW tidal shocks. Such a regime is expected if the progenitors of the MW dwarfs are infalling gas-dominated galaxies. In this case, gas lost through ram-pressure leads to a strong decrease of self-gravity, a phase during which stars can radially expand, while leaving a gas-free dSph in which tidal shocks can easily develop. The DM content of dSphs is widely derived from the measurement of the dSphs self-gravity acceleration projected along the line of sight. We show that the latter strongly anti-correlates with the dSph distance from the MW, and that it is matched in amplitude by the acceleration caused by MW tidal shocks on DM-free dSphs. If correct, this implies that the MW dSphs would have negligible DM content, putting in question, e.g., their use as targets for DM direct searches, or our understanding of the Local Group mass assembly history. Most of the progenitors of the MW dSphs are likely extremely tiny dIrrs, and deeper observations and more accurate modeling are necessary to infer their properties as well as to derive star formation histories of the faintest dSphs.