It's doing that because they grafted a mature branch onto a root stock and called it a tree.

It'll take several years growth before the branch is strong enough to support it's maturity as a trunk.

WOW! Thank you!! how can you tell so that it doesn't happen to me next time i buy a tree?
Is there anything i can do to force the new branches grow on the opposite direction?

Sorry if the response is a bit later amir; but mangoes respond very well to pruning so you can train it grow in a desired shape or direction that way if so desired. Try light pruning at first and if you want to keep the tree smaller and more manageable pruning a little heavier after harvest period is over works well also :)