I'm using OS X 10.11 El Capitan.

I disabled auto-run option from Galaxy preferences.

Also removed it from System Preferences / Users / Startup Items.
It still insists running at system startup every time.

Then i checked Galaxy app preferences and saw that auto-run option is enabled again. I uncheck it, close preferences and open preferences again and it comes back checked!!
There is no save preferences option. Every other option works when disabled/enabled but auto-run option does not stay disabled.

I tried uninstall/reinstall the app. It's doesn't change.

Also looked at Library / ApplicationSupport but couldn't find any preference file to tinker.

Any suggestions?

Probably report it as a bug:

== BUG REPORTING ==

Please use: http://mantis.gog.com and include
1. steps to reproduce the bug (if possible)
2. screenshot or movie showing the bug (if possible)
3. Galaxy Client logs (see below)

Where can I find Galaxy logs on my computer?
On Windows Vista or later: C:\ProgramData\GOG.com\Galaxy\Logs
On Windows XP: C:\Documents and Settings\All Users\GOG.com\Galaxy\Logs
On Mac OS X: /Users/Shared/GOG.com/Galaxy/Logs