Welcome to the forum.
Here are some things that can cause that message.
1. Corrupted or missing file association for .exe file type (but this would affect
all .exe files. You indicated it was only some.) You can reset default file type .exe to be sure.
Reset and Restore Default Apps for File Types in Windows 11
3. Your antivirus is blocking the .exe added to safe program. months ago i had no problem with nordvpn
4. Check that the shortcut is not broken it is not
5. Your user profile could be corrupted. See if the issue exists using another user account.. If it works in that account, your account is corrupted. You would need to backup your data and create another user account. other user has same problem
If the issue exists using another account as well, it would point to a corrupted path environment variable. A system reset or a repair install should fix it.
This tutorial will show you how to reset Windows 11 and Remove everything or Keep my files. You can reset Windows 11 when your PC isn’t working well and it’s been a while since you installed an app, driver, or update. Resetting reinstalls Windows 11, but lets you choose whether to keep your...
www.elevenforum.com
Repair Install Windows 11 with an In-place Upgrade