The gksu hack seems like it doesn't apply to Red Hat family systems. (Obviously you could manually set sudoers or just give all your users full root privileges, but that's outside the "naive desktop user" concept which seems central to this argument in the first place)
All the admin desktop files on my machines seem to simply run consolehelper. If consolehelper decides that I'm authorised to run the named program, then it uses its privileges to run the actual program itself. So you can't trick it into running some arbitrary shell script with root privileges.
Personally I'd be happy to see +x required for desktop files to do more than sit there idly as text files, but I won't hold my breath.
Overall though I don't support this "Linux can't get a virus" (or Mac or Vista or fill in whatever OS you favour) silliness and I don't think we should be pretending that people who are vulnerable to social engineering can be effectively protected by OS design. Most people who'd get caught by this "fake nude pictures email" approach aren't going to be saved by a tweak like requiring +x on desktop files.