Mh ok, thanks for letting me know. Might be helpful for giving advice in the future. I'm more used to RedHat/CentOS Linux and BSD UNIX (plus a little bit of Debian, and very little Ubuntu Linux), so I have just never tried/encountered this. Also, I'm just used to launching shell scripts from the command line, so the idea that somebody might try to launch an .sh script from the graphical user interface never even occurred to me.
If it's like that, then I think this is an issue that should be addressed within the Ren'Py build toolchain... I wonder if one should submit a feature request about that or something. Like, something similar to the .exe wrapper Ren'Py uses for its MS Windows releases may be helpful. There are quite a lot of Ubuntu Linux users after all. And maybe you guys are more accustomed to doing things on the GUI rather than on the command line? In that case, a small binary program might be better than the shell script we have now.
I mean, they didn't do a .bat or .ps script for Windows either...