[slowmovintarget]

Linux can do this. There are probably more ways, but this is off the top of my head.

Use an alias which you set up in your initialization scripts. You alias "hello" to "python3 /yada/yada/hello.py" which is essentially what Windows is doing for you behind the scenes.

[Dove]

You could even write a script to traverse all the files in your bin directory and make all the aliases.