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Reminds me of when I tried to install Firefox on Ubuntu and it said it couldn't open the download as there was nothing associated with it. Ended up with another copy without an icon but it worked. Then I moved to Fedora which seemed to work as intended. Couldn't run Mint on this laptop as it boots to a black screen - presumably the wrong GPU. Daily Driver is Windows 10 by necessity.
I get the impression "opening a file" is treated as a different action in Linux from "executing a file". They don't want the user request of "Oh, I guess I'll look at this image" to accidentally result in a system takeover - so any "run this file" actions are more manual.
I think it's becasue I downloaded a deb file or something that Canonical had decided was not allowed any more. Recent conroversy