This is a continuation of bug 7343. One of the most common file explorers on Linux is GNOME's Nautilus. When downloading the ThinLinc server bundle, a file called "Click to Install.desktop" is included. Double-clicking on that file results in it being opened in gedit as a text file. The cause of the issue seems to be that Nautilus doesn't allow .desktop files to run as applications now-a-days. The upstream question of allowing this again was discussed briefly here: https://gitlab.gnome.org/GNOME/nautilus/-/issues/445 The issue has not received much attention and has now been closed. I think we must assume that this probably won't change. Tested on Fedora 33 with GNOME 3.38.
Perhaps we could provide a "Click to Install" of some other file type? Otherwise we should consider the confusion that it might cause that it doesn't work.