Windows lets you run executables and scripts with file manager, without opening any other program. Nautilus could do it only with files marked as execution permissions (chmod +x). A prompt that would ask if the file should be marked as executable would remove the dependency on terminal on Linux.
Current behaviour for unmarked executables is finding handler of “Program” file type in GNOME Software.
An option to run program as root in context menu would also help with some installers (e.g. XAMPP).