Recognize that DOS is doing some work behind the scenes. When you give it a command that isn't part of its list, it starts to look for filenames that match, using a variety of file extensions (.bat, .exe, .com). Failing that, it looks in directories in the path, etc.
Unix isn't DOS.
Update: read this. Note that none of the steps involve adding an extension to the file if you don't supply one.
But God demonstrates His own love toward us, in that while we were yet sinners, Christ died for us. Romans 5:8 (NASB)
