Big Sur / Can't open windows from finder properly, but works on terminal

Describe the bug
When I open a .tex file on MacVim from the Finder's level (just by clicking on a file), I get an error:

On the other hand, when I open the file form terminal, ie. mvim <file_name> it opens properly and every plugin works, as on MacOS Catalina. This strange behaviour emerged when I updated MacOS.

To Reproduce
As written above:

1. I open a file from Finder - error pops out and actually nothing works (just like it was disconnected from anything that is installed and configured by .vimrc)
2. When I open a file from terminal using mvim everything works as it should.

Expected behavior
No such errors, consistency between opening from terminal and finder.

Environment (please complete the following information):

• Vim version: VIM - Vi IMproved 8.2
• MacVim version: MacVim 8.2.1719 (up to date)
• OS: macOS Big Sur
• Terminal: GUI, Terminal.app

Additional context
It emerged after system update from Catalina to BigSur.
I have MacVim installed from .dmg file.

Start by comparing MacVim's Finder launch path with the terminal mvim path, using the reported .vimrc loading difference and the MacVim 8.2 environment as the reproduction baseline. Confirm the behavior on macOS Big Sur, then trace the GUI launch entry point until the same configured behavior works from Finder without errors.