My suggestion is that .desktop files should be required to be marked as executable, for the simple reason that it would mean they couldn't be trivially saved from the web or an email client, and immediately be functional.
Being able to save such a file to the desktop and double click it provides just about the only trivial way that a user can be tricked into executing foreign code (in that a launcher could download a file and execute it).

I'm moderately sure this isn't specific to nautilus, so please re-assign somewhere more appropriate (I couldn't see anything).