clj has recently grown a new way to launch and run clojure programs called "Exec function" using the -X flag. Until "Exec function" showed up the way to run a clojure program was "Run main". Because "Run main" was the only option that existed, there was no explicit flag for it. Now there are two options the implicit "Run main" is being deprecated in favor of the explicit -M flag.
I believe "main" in "Run main" refers to clojure.main which is a clojure namespace compiled to a java class of the same name, which is used to sort of bootstrap clojure execution. java needs a java class to execute, and clojure.main is a java class that knows how to execute clojure.