Preventing automatic removal of whole directory in /tmp
 

How to prevent MX automatically remove a whole directory in /tmp, i.e. it's correct that it must automatically wipe all directory's contents but must keep the directory itself live ?

No. In many distributions /tmp is not even a real directory, it is a virtual directory that does not survive shutdown (think a special kind of ramdrive).

Even where it is on physical storage, the entire purpose of /tmp is transient data that does not need to be retained past short term usage.

If you have something you need to retain, /tmp is the wrong home for it and you should find another place.

yes, better to use another dir, outside of /tmp, and if you wish you can create a symlink in tmp pointing to the other location.