.o generally indicates a compiled object file, does it not?
Simply entering the name of a file, if prefixed with either the full or relative path (particularly "./" for the current directory), or if the directory is in the PATH variable, generally tells the shell to try to execute it. But if you don't have -x permission set for that file, and/or it isn't a proper executable, it won't succeed.
The error message above is specifically telling you that you that you don't have permission to launch it.
For non-executable files, you have to specify a program to open it with.
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