There are now 2 places you have to click in order to "run" a text file as a program. It used to be that all you had to do was right click the file and add a check to "ask each time" in Properties/Permissions. Now you also have to click open the "Files" icon on the the Unity strip on the left. Once the Files window is open, go to the top of you screen, to the left and click "Files/Preferences/Behavior/Executable text files" and put a check in the "Ask each time" bullet. Apparently, you now have to tell Unity twice.