As a workaround you can create a bash script to run the app. Basically in the EXEC= field you would use your bash script path (i.e.: /home/user/script.sh).
Then your .sh script should just be used to launch the app:
Save it, 'chmod +x script.sh' and that should work –
Running the ls -alh command, as suggested in the "endorama" comment, allowed me to understand that app-file and app-file.sh did not have execute permission.
So I changed the permissions by adding the "execute" permission on each file:
right-click-> Properties (context menù)-> "Permissions" (pop-up windows) -> "Execute".