It wouldn't matter. It can never be allowed due to the relaxed security inherent to client-side applications.
If you could -ever- automatically launch any executable via a web browser, you could instantly compromise that user's computer.
This means no self-respecting vendor of web browsers will ever allow it. Sure, you could write a web browser with no security and persuade users to use that instead... but it itself will still be subject to the [RUN/SAVE] dialogue.
In conclusion, the requested scenario is simply not possible. HTA also require user permission before it can be launched for the same reason.
You can do a lot with Javascript/DHTML that would make most EXE redundant and that may avoid the issue but there is no workaround.