[vertex-four]

Of course, you can run "<interpreter> <file>" anyway and it works, +x or no +x.

[makomk]

You can do, but because Linux has a mechanism for launching the correct interpreter which honours the +x bit it's unusual for anything to do this automatically, whereas on Windows associating interpreters with scripting formats is exactly the same as associating editors with document formats.

[Arnavion]

Amusingly this was changed with PowerShell in that .ps1 files do not have powershell.exe registered to run them when double-clicked. As a result people complain about it and resort to writing a .bat wrapper around the script.