erm, not sure i really know what you're talking about... running a shell script doens't give you a graphical interface, so how does that relate to windows users? you can run ncurses ui's on a console, and they can respond to mouse actions even, but it's no XP-u-like unterface.
as far as appending "sh" to a filename... this really means nothing at all. linux isn't crippled into using a file extension to know what's in a file, shell scripts do not need to have any file extension at all, and most windowing systems will run anything they believe is executable.
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