I have tried creating a desktop entry. I can see it but when I click on it, it opens up in text editor. The content of desktop entry:
[Desktop Entry]
Encoding=UTF-8
Name=Link to Ask Ubuntu[Desktop Entry]
Encoding=UTF-8
Name=Link to Ask Ubuntu
Type=Link
URL=http://www.askubuntu.com/
Icon=text-html
Type=Link
URL=http://www.askubuntu.com/
Icon=text-html
I'm using Ubuntu 19.04.
ls -l filename
? Have you tried open with other application?