MacVim do not set configuration like guifont from my gvimrc

Steps to reproduce

Install MacVim from dmg package
Link a .vim directory in your home, something like this: 55B Oct 28 09:44 .vim -> $HOME/dev/src/github.com/giulianisanches/vimrc
Start MacVim.

The files should load just fine:

:scriptnames
  1: /Applications/MacVim.app/Contents/Resources/vim/vimrc
  2: ~/dev/src/github.com/giulianisanches/vimrc/vimrc
  3: /Applications/MacVim.app/Contents/Resources/vim/runtime/syntax/syntax.vim
  4: /Applications/MacVim.app/Contents/Resources/vim/runtime/syntax/synload.vim
  5: /Applications/MacVim.app/Contents/Resources/vim/runtime/syntax/syncolor.vim
  6: /Applications/MacVim.app/Contents/Resources/vim/runtime/filetype.vim
  7: /Applications/MacVim.app/Contents/Resources/vim/runtime/menu.vim
  8: /Applications/MacVim.app/Contents/Resources/vim/runtime/autoload/paste.vim
  9: /Applications/MacVim.app/Contents/Resources/vim/runtime/scripts.vim
 10: /Applications/MacVim.app/Contents/Resources/vim/runtime/autoload/dist/script.vi
m
 11: /Applications/MacVim.app/Contents/Resources/vim/runtime/ftplugin.vim
 12: /Applications/MacVim.app/Contents/Resources/vim/runtime/indent.vim
 13: /Applications/MacVim.app/Contents/Resources/vim/runtime/plugin/getscriptPlugin.
vim
 14: /Applications/MacVim.app/Contents/Resources/vim/runtime/plugin/gzip.vim
 15: /Applications/MacVim.app/Contents/Resources/vim/runtime/plugin/logiPat.vim
 16: /Applications/MacVim.app/Contents/Resources/vim/runtime/plugin/manpager.vim
 17: /Applications/MacVim.app/Contents/Resources/vim/runtime/plugin/matchparen.vim
 18: /Applications/MacVim.app/Contents/Resources/vim/runtime/plugin/netrwPlugin.vim
 19: /Applications/MacVim.app/Contents/Resources/vim/runtime/plugin/rrhelper.vim
 20: /Applications/MacVim.app/Contents/Resources/vim/runtime/plugin/spellfile.vim
 21: /Applications/MacVim.app/Contents/Resources/vim/runtime/plugin/tarPlugin.vim
 22: /Applications/MacVim.app/Contents/Resources/vim/runtime/plugin/tohtml.vim
 23: /Applications/MacVim.app/Contents/Resources/vim/runtime/plugin/vimballPlugin.vi
m
 24: /Applications/MacVim.app/Contents/Resources/vim/runtime/plugin/zipPlugin.vim
 25: /Applications/MacVim.app/Contents/Resources/vim/gvimrc
 26: /Applications/MacVim.app/Contents/Resources/vim/runtime/colors/lists/default.vi
m
 27: /Applications/MacVim.app/Contents/Resources/vim/runtime/colors/macvim.vim
 28: ~/dev/src/github.com/giulianisanches/vimrc/gvimrc

Expected behaviour

Settings like guifont should be set like expected, for example, set guifont=Monaco:h12

Version of Vim and architecture

:version VIM - Vi IMproved 9.0 (2022 Jun 28, compiled Sep 15 2022 19:27:32) macOS version - x86_64 Included patches: 1-472

Environment

Operating System: Darwin C02FJ1DMMD6Q 22.1.0 Darwin Kernel Version 22.1.0: Sun Oct 9 20:14:54 PDT 2022; root:xnu-8792.41.9~2/RELEASE_X86_64 x86_64 Terminal: iTerm2 Value of $TERM: xterm-256color Shell: zsh

How MacVim was installed

Downaloded the dmg from Github

Logs and stack traces

No response

Vim configuration where issue is reproducable

https://github.com/giulianisanches/vimrc

Issue has been tested with given configuration

[X] by running MacVim.app from GUI macOS interface
[X] by running vim/gvim/etc installed by MacVim
[X] by running other versions of vim (e.g. /usr/bin/vim)

Issue has been tested with no configuration

[X] by running mvim --clean (or gvim, supplied by MacVim distribution)
[X] by running vim --clean (in terminal, supplied by MacVim distribution)
[X] by running vim --clean (in terminal, other suppliers, e.g. /usr/bin/vim)

Other conditions

[ ] The both Homebrew packages "vim" and "macvim" are installed

macvim-dev / macvim

MacVim do not set configuration like guifont from my gvimrc #1328