After (much) more experiments, I've noticed that the result of 'pp -P' works fine between macOS and Windows (I can pack on a platform an run it on the other without problem, both ways).
On the Linux box where it fails to run, PAR::Heavy is not installed, so the error message is actually clear!
On my mac, PAR::Heavy is installed in both perlbrew (probably done by me) and system perl (not done by me, I think).
On Windows (Strawberry Perl), PAR::Heavy is installed by default (in perl\vendor\lib)
So, this module is not a core module, but apparently "most/many" Perl distributions install it, is it correct?
Should it also be present on the Linux server? I suspect it's not available because its dependency Archive::Zip fails to install.
Many thanks all of you for the advice so far.