Can't execute bash scripts

Is there a reason that .sh files don’t start at all? Literally noting happens when double clicked.
The .sh file is executable and starts with #!/bin/bash

Does any Linux distribution execute them on double click? Do what then? Open them in a terminal emulator and leave it running after the script exited?

This is by Debian (or KDE) default, I think. Maybe they did that for security reasons, so you don’t accidentally execute scripts.

Ubuntu can be set to ask if it should display the contents in text editor or run in terminal and leave it open.

Also in whonix start-tor-browser is a shell script that runs upon double click

however, how do we execute shell scripts then? Is the only way to type them in the konsole?

Any method as per Whonix ™ - Anonymous Operating System should work.

Do it from command line, it doesn’t bite.