The Free On-line Dictionary of Computing (19 January 2023):

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]


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.