Since 2.2.13 we bundle JRE with app. Please try to download dmg again, it was updated a while ago (I accidentally changed signature of the JRE).
If it still failing, open "/Applications/NetXMS\ Console.app/Contents/MacOS/nxmc.ini" with any editor and remove these two lines:
-vm
jre/lib/jli/libjli.dylib
If it still failing, open "/Applications/NetXMS\ Console.app/Contents/MacOS/nxmc.ini" with any editor and remove these two lines:
-vm
jre/lib/jli/libjli.dylib