I think the problem is that when you chmod a file it stays chmoded. With the Set-ExecutionPolicy I find that I have to do it every time I start a shell. I also run a lot of headless scripts (AWS cloud-init, services, etc.) and it's always a pain resetting everything every time. With Unix, I know that a script is executable or not, with PS I don't.

Also, I might not want every script to be executable. With Unix I can choose which ones are executable and by whom. With PS it's all or nothing. :/