Welcome to Ask Ubuntu!
I have had the same problem with DEB files before, and the project is usually missing dependencies. Try running sudo apt install -f
in the Terminal to install these missing dependencies. If that doesn't work, try running the file via the command line by typing sudo dpkg -i /path/to/steam-installer
where /path/to/steam-installer is the file path to your DEB file. I have sometimes found that for no apparent reason, installation from DEB files works from the Terminal when it does not work in the GUI installer.
EDIT: After misunderstanding @xwing's question, I will now re-answer the question:
- First, open the Terminal and type
cd /usr/share/applications
- Next, type
sudo chmod +x *.desktop
Steam should now run properly.
Answer gleaned from the Ask Ubuntu archives, Untrusted Application launcher?