How to make .sh files run on double click?

In Ubuntu 16.04 LTS unlike in previous LTSs executable shell script files when double clicked open automatically for editing instead of seeing a popup asking what to do with them.

To restore the confirmation popup do as it is said in this askubuntu post: make sure your file manager supports executing files:

$ gsettings set org.gnome.nautilus.preferences executable-text-activation ask

Alternatively:

1. Open dconf Editor
2. Navigate to org.gnome.nautilus.preferences
1. Set the 'executable-text-activation' to 'ask'