Dear @YanC,
Good day. Thank you for posting your question in the Microsoft Q&A forum!
According to your description, I would like to clarify some information:
SharePoint cannot run an .exe directly in the browser or from the document library. This is by design for security reasons, SharePoint blocks execution of executable files. When a user clicks an .exe stored in SharePoint, the only supported behavior is Download, not Run.
Additionally, I found the workaround from Q&A Assist quite helpful, and I recommend you try it and check whether it works for you.
Regarding your inquiry, I sincerely recommend you go to Feedback community to vote this similar feedback: (find out similar feedback, if not provide the feedback forum link Ideas · Community). Our product team is in charge of the site, and they constantly check customer reviews and feedback. The higher votes, the more attention the related team will pay on. And a lot of the features are developed and improved based on customer feedback.
Please notice and accept my apologies that as moderators in the community, we are not supported for the product design and have limited resources for the advanced info for Microsoft products. To help you send your feedback and requirement to the related development team, we have redirected you to the correct path.
As I have already reported to the product team, if any updates or announcements are made regarding this feature, I will make sure to share them with you as soon as possible.
Again, I truly appreciate your patience and understanding. If you have any further questions or need clarification, please feel free to reach out. I'm looking forward to hearing from you.
Your understanding and co-operation are highly appreciated. Thank you for your precious time. Have a nice day!
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.