I somehow started to experience this confusing situation where I would have two instances of MacVim open, so I was able to Command-Tab between them, and it was really annoying because if I wanted to switch between different windows of MacVim I had to locate which of the instances contained the window I wanted to edit files on. See where am I getting? No? I understand, it was very confusing.
However I found what had happened: I had two versions of MacVim installed.
So when I opened something with the command line mvim shortcut, one of the instances would be executed. And when I opened some file with "open with MacVim" the other instance would be executed. Chaos ensued!
The solution was to delete the MacVim.app in the /Applications folder, and uninstall it from Homebrew:
brew uninstall macvim
and install it again:
brew install macvim
Now I'm back to just one MacVim instance. Yay!