"Ask what to do" popup doesn't appear when scripts are executed directly from Desktop

[komsorg]

Ubuntu 19.10
Nautilus (Files) 3.34.1-stable (nautilus: Installed: 1:3.34.1-1ubuntu1)

Asking whether "Run", "Run in Terminal" or "Display" script after double clicking is expected.
"Ask what to do" option is set in Nautilus (Files) Behavior preferences (see attached screenshots).
"Ask what to do" popup dialogue doesn't appear after double clicking Bash/shell script file from Desktop SHELL.
When script is executed from Desktop and other FOLDERS, "Ask what to do" popup appears.

ProblemType: Bug
DistroRelease: Ubuntu 19.10
Package: nautilus 1:3.34.1-1ubuntu1
ProcVersionSignature: Ubuntu 5.3.0-26.28-generic 5.3.13
Uname: Linux 5.3.0-26-generic x86_64
ApportVersion: 2.20.11-0ubuntu8.2
Architecture: amd64
CurrentDesktop: ubuntu:GNOME
Date: Thu Jan 16 17:50:44 2020
GsettingsChanges:
 b'org.gnome.nautilus.window-state' b'initial-size' b'(683, 700)'
 b'org.gnome.nautilus.preferences' b'executable-text-activation' b"'ask'"
 b'org.gnome.nautilus.list-view' b'default-column-order' b"['name', 'size', 'type', 'owner', 'group', 'permissions', 'where', 'date_modified', 'date_modified_with_time', 'date_accessed', 'recency', 'starred', 'detailed_type']"
InstallationDate: Installed on 2020-01-11 (4 days ago)
InstallationMedia: Ubuntu 19.10 "Eoan Ermine" - Release amd64 (20191017)
SourcePackage: nautilus
UpgradeStatus: No upgrade log present (probably fresh install)
usr_lib_nautilus: