Unable to launch symlink'ed application or executable using Caja

Steps to reproduce:
1. Have Ubuntu MATE 20.04 LTS
2. Login to the session
3. Open terminal and create symlink to the some application executable with

   ln -s /usr/bin/xclock ~/Desktop/xclock

4. Click on just created `xclock` file symlink on the desktop

Expected results:
* user is able to run symlink'ed application from Desktop

Actual results:
* user is unable to run symlink'ed application from Desktop, the following window is shown instead:

    > Could not display "/home/user/Desktop/xclock"
    > There is no application installed for shared library files. Do you want to search for an application to open this file?

   Click on Yes does not end with application launch.

Note: this is a regression, on Ubuntu MATE 16.04 LTS is works as expected.

ProblemType: Bug
DistroRelease: Ubuntu 20.04
Package: caja 1.24.0-1
ProcVersionSignature: Ubuntu 5.4.0-26.30-generic 5.4.30
Uname: Linux 5.4.0-26-generic x86_64
ApportVersion: 2.20.11-0ubuntu27
Architecture: amd64
CasperMD5CheckResult: skip
CurrentDesktop: MATE
Date: Fri May 8 17:27:32 2020
InstallationDate: Installed on 2020-04-23 (14 days ago)
InstallationMedia: Ubuntu-MATE 20.04 LTS "Focal Fossa" - Release amd64 (20200423)
SourcePackage: caja
UpgradeStatus: No upgrade log present (probably fresh install)