In fact, I used the wrong word (privileges instead of permissions). Dan Wilcox has already noticed the problem here (
https://lists.puredata.info/pipermail/pd-dev/2016-04/020682.html). The Unix command chmod (chmod 755 Pd-0.47-0test2.app) solves the problem (or you can use the information window of the application). And AFAIK, the fact that the application comes from an "unidentified developer" can be accepted only by the user. What seems strange for me but that must be an Apple stuff, is that if the software doesn't have the write permission, Apple keeps saying something like "The software has been downloaded from internet? Do you want to open it ?" when you open it. I think when you have the write permission, and you answer yes, the OS writes somewhere in the system that the application has been approved.