When downloading an AppImage or an ELF binary (e.g. a .run file) and trying to run it from the Downloads drop-down, it shows this dialog box (Linux Mint here, but the dialog box is owned by the Firefox process):
However, a .run or AppImage file is an application in itself. Usually, you'd chmod +x it and run the file itself. It doesn't make sense to use another program to run it when the file itself is runnable.
There are many ways to fix this issue, including
What's for sure is that the above dialog box serves no purpose.