Thanks Halo Baan. That worked.
It seems anyway that PM6 needs at least 1 contact sheet open to function properly.
Now, I have one "Untitled" contact sheet opened and when I try to close it it's just multiplying the numbering "Untitled 1, Untitled 2 ... etc" without actually closing.
I also try to change the option "On Startup: Open empty contact sheet" to :"On Startup: Do nothing" .... and now, no windows gets opened on startup. When you manually open a new window on startup (File->New Window) ... the same "Untitled" contact sheet gets opened regardless of the setting.
So It seems that the main window it's "coupled" with this "untitled" contact sheet. Maybe a bug ....
Anyway, At least now it's not annoying and I can work with it
Thank you !