1) So what, every version of Windows since 95 has been like this, and in Linux, anything can be an executable. You can have any extension or no extension and run it.
No you can't. Nothing is executable on Linux/Unix as long the execution bit is not set. Further, any binary attached to an email or downloaded by ftp, http or whatever has the exectution bit off. So to run a binary on Linux/Unix you have to manually set it by hand. So a hotgirl.jpg.exe attached to an email or downloaded does nothing on Linux/Unix if you click on it even it's machine code for your OS.