Do you have any idea what's failing when you try running VASSAL.sh from
the file manager? Running VASSAL.sh from my file manager works (Nemo, the
file manager in Cinnamon, on Fedora 24).
I don't know, and once I figured out the workaround, I haven't bothered to debug it (especially since I prefer to be prompted for shell scripts generally in the file manager, and don't use the file manager that much anyway). I just went back and changed it to "run executable text files when they are opened" and now it works. It occurred to me that there might be something about the first time it runs? I would just get a spinny "working" thing on the mouse cursor for 10-15 seconds, and then that would go away.
Here is the menu access to the setting:
Edit->Preferences->Behavior->Executable Text Files->Ask Each Time
This is under nautilus in default ubuntu.
Bill