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Since you are using GNOME, these links are probably handled by gio (as opposed to xdg-open or exo-open). GIO and xdg-open use [`~/.config/mimeapps.list`](https://help.gnome.org/admin/system-admin-guide/stable/mime-types-application-user.html.en) to figure out how to open a certain link. The file `/usr/bin/blender` has MIME type `application/x-executable` and you likely don't have a handler registered for it. If you want to run Blender by clicking on its link, add this file to `~/.local/share/applications/exec.desktop`:

```
[Desktop Entry]
Version=1.0

Name=Exec handler
Comment=Executes its first argument
Exec=
Type=Application
Terminal=false
```

Then run `gio mime application/x-executable exec.desktop`