The Jargon File (version 4.4.7, 29 Dec 2003):

EXE
 /eks'ee/, /eek?see/, /E?X?E/, n.

    An executable binary file. Some operating systems (notably MS-DOS, VMS, and
    TWENEX) use the extension .EXE to mark such files. This usage is also
    occasionally found among Unix programmers even though Unix executables
    don't have any required suffix.


The Free On-line Dictionary of Computing (30 December 2018):

EXE

   /eks'ee/ or /eek'see/ or /E-X-E/ An executable binary file.
   Some operating systems (notably MS-DOS, VMS, and TWENEX) use
   the extension .EXE to mark such files.  This usage is also
   occasionally found among Unix programmers even though Unix
   executables don't have any required suffix.

   [Jargon File]