I have a lot of text files that I copied over from a NTFS volume which, when I open them in Ubuntu MATE 15.04 through the Caja file manager, open as executable and show the dialog box which asks me if I want to execute the file.
Is this a bug or normal behavior? This didn't used to happen in Thunar on Xubuntu.
It is normal behaviour. Well sort of. Be careful with regards to NTFS. Those partitions tend to be mounted as executable making all files ... executable.
This one-liner will remove execute from .txt from the directory you execute it:
When a text file has executable permissions set or is recognized as executable generally it will ask for it to be executed or to be viewed.
Nautilus also has a setting for this in "Edit" "preferences" "Behavior". Caja has the same option (though I have not found an image for Caja).