Thanks for alerting us about this issue. In LM-X 4.4, an external dependency has been introduced which means it is not sufficient to have the directory of "lmx-serv" in your path (which the installer does for you), but you must also either - as you did - run the command in that directory, or add it to LD_LIBRARY_PATH in your bashrc.
We will take appropriate action, but for now the easy fix is to just run the command as you did.
As for the second issue, there is a start-up script "lmx-serv-run.sh" provided in the license directory, but I suspect it may suffer from the same path issue as you described. Thus it may need some editing for paths, but if you are familiar with startup scripts, then you can copy this script to /etc/init.d and then add a link (starting with S of course) to it in /etc/rc5.d (these exact things may be distro-dependent).
In my own personal view, the license server should be running on a machine that is only very rarely restarted, so perhaps it's not a major thing to start it manually the few times it is rebooted
It may be less work in the end.