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> Many scripts will execute if opened with vi

I haven't encountered this. You can execute scripts intentionally in vi, and I assume you could configure it to happen automatically, but can this happen without you making some sort of effort to enable it?

What scripts present such a risk? What vi configuration is required to stop this?

Same question wrt cat.

Source for executing files with cat? That certainly defies my understand of how cat works.

Maybe they mean that it can include control characters that mess up your terminal and make it look like something malicious is happening, which of course is not the same as executing it (and has a warning anyway).

(n)vi(m), cat, less/more do not execute scripts on read. That would be utterly insane.