Not quite correct. For html, that is to signal standard compliance, you can leave it away and the browser will still handle it. For the bash one, all (most) shell scripts use .sh, so you need to give a shebang to tell the loader which executable (sh, bash, zsh, csh, …) to use
Also on Linux xdg does take file extensions into account, just executables do not
Why do I need to put that at the start of bash, desktop, and html files then?
Because both ways are used. Microsoft relies on file names, linux on the first bytes of the file.
Not quite correct. For html, that is to signal standard compliance, you can leave it away and the browser will still handle it. For the bash one, all (most) shell scripts use .sh, so you need to give a shebang to tell the loader which executable (sh, bash, zsh, csh, …) to use
Also on Linux xdg does take file extensions into account, just executables do not
You’re right, my comment was oversimplified.
For shell scripts it’s because bash isn’t the only shell; if you leave out the shebang line, Ubuntu will run your script in Dash instead
For HTML, it’s to distinguish “standards mode” HTML from “quirks mode” HTML (which doesn’t need a header).
Nothing unless you want to serve them without some other way to see what file type they are.
You can run bash scripts with bash.
Don’t know what a desktop file is.
HTML has that because webservers used to not have auto media type detection and response headers.