I don't know if I did something wrong, but all my .desktop files open in text editor. I have tried to install f.lux, there is a setup.py file, which also opens in some text editor.
I have tried to change the location of the files to .local/share/applications, check if they had permission to run as program, I still can't get it to work.
.desktop files are text files, and thus are designed to open in your text editor. They only function to launch applications when placed in their specific context, i.e., when placed in /usr/share/applications, .local/share/applications, autostart folders etc. When placed on the Desktop (i.e. in the "Desktop" folder), they can be set to act as program launchers.
Still, if you wish, you could associate .desktop files to be opened with gtk-launch (installed by default in standard Ubuntu, see this Askubuntu answer) or dex (available in the software repository).
