I agree, client is needed to be managed but if client is not part of boundary group, it can't receive policy right ?
No, not at all. Policy delivery is in no way contingent on boundaries. As noted above, boundaries and boundary groups a mechanism to map client to specific site roles. Full stop.
I already solve client issue where client can't install application / updates because it's not part of any boundary and can't discover his dp/sup/.... I am wrong to think it or I misunderstand completelly how it work ?
Correct because locating a DP and SUP uses boundaries and boundary groups; they are mappings exactly as noted. However, MP mapping is just a preference. Clients will always fallback to any available MP if they cannot locate or access a preferred one as noted in my first reply.