My opinion is that if you have set some special file handler for the .exe files (which I think is quite rare occasion) then it should be opened with that handler (for example that hex editor), otherwise it should just be executed (as there's no file handlers assigned for the type). And again this is just my humble opinion and the first impression which I had when I tried the QDesktopServices

Btw, on Windows it launches the .exe file automatically if you haven't changed the handler for the .exe files. So this is why i was assuming the same functionality for the Linux systems... I don't know if this is a distribution dependent issue, but at least with Ubuntu it won't launch it.

And thanks again for the comments Wysota.