I believe that the basic issue is that a file - either downloaded by internet or properly installed by
yum/apt-get/whatever - should not be able to dictate how it is presented to the desktop user.
This because in the desktop metaphor, the appearance indicates how the system is going of 'open'
the file when you double-click on it. Allowing files which 'open' in the same way to have different
appearance breaks the methaphor and mislead the user, opening the way to lots of 'windowesque'
problems (windows allows executables to embed their own icons, and a number of virus exploited
this).
Alternatively, if you want files to be able to carry its own icon, then you should have no 'default
action', only show a pop-up menu with all possible actions.
Oh, and of course it is always a good idea to remove the executable bit from anything downloaded
from the internet (package managers can always reset it before execution). But for this to be
effective one should also hack perl/python/ruby/... interpreters to make them 'respect' the
executable bit.