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.

Comienza comparando la ruta de lanzamiento de MacVim desde Finder con la ruta de terminal de mvim, usando la diferencia observada en la carga de .vimrc y el entorno de MacVim 8.2 como base de reproducción. Confirma el comportamiento en macOS Big Sur y, a continuación, sigue el punto de entrada del lanzamiento de la GUI hasta que el mismo comportamiento configurado funcione desde Finder sin errores.