Anyway I have another clue. I have dowloaded the normal client and not the portable one, I went in Library/Application Support/PokeMMO and deleted the PokeMMO.exe file. When you try to open the game it finds out that a file is missing, redowloads it and lets you play but to open the game in another moment after closed you need to do the same process also in this case. So I guess there's not a real solution at the moment.