Yes, when I and the vendor both know it's supposed to be an executable. What a smart question. Also, an application is only as dumb as the OS allows it to be.

Here's how I installed Chrome/TeamViewer/VirtualBox/SublimeText3/etc:

I went to the website, downloaded a .deb file, double-clicked the downloaded file, clicked the big install button in the Ubuntu Software Center window that it spawned, entered my password, waiting a few seconds aaaaand it's installed. I can now run the application by clicking the big Ubuntu button on my sidebar (or pressing the Windows/symbol key) and typing in the first few letters of its name. I can optionally drag the icon to my sidebar for quicker access.

Here's how I installed the last couple of applications that didn't have a .deb file (mostly development builds of games and developer-targeted applications):

I went to the website, downloaded the .tar.gz/.tar.bz2/.zip file for my platform, double-clicked the downloaded archive to extract it to a new folder in my home folder, opened the folder and located and double-clicked the executable.

Perforce, one of the very famous Source Control Systems tells us to install its software like this (Hint: making the executables 'executables'. On Windows it's a direct executable): http://www.perforce.com/perforce/doc.current/manuals/p4sag/c... . I remember because I did it very recently.

Thousands of other software do the same. Examples (compare the installation instructions for Windows v/s Linux/UNIX for all these pages below):

MOPEX [http://irsa.ipac.caltech.edu/data/SPITZER/docs/dataanalysist...]

Multibit [http://multibit.org/en/help/v0.5/help_installing.html ]

Octoshape [https://support.octoshape.com/entries/21488922-Octoshape-App...]

UNetbootin [http://unetbootin.sourceforge.net/]

Tuxboot [http://tuxboot.org/installation/]

You listed a few major ones which work the desired way, while there's a sea of applications which make Linux still look archaic.