The behavior changed in EG 7.12 as a side-effect of improvements made related to external file handling (support adding any file to EG project, able to open in OS default application, open containing folder, etc). Prior to 7.12, unrecognized file types (not explicitly handled by EG) would always be opened in the EG text editor by default (this obviously doesn't make sense for non-text file formats, but can be nice for text-based file formats, like script files). Starting in 7.12, file types unrecognized by EG are opened by the Windows associated application by default instead.
It is certainly not obvious (which we hope to improve in a future release), but you can override the new behavior and explicitly instruct EG to open a file (such as .sh) in the EG text editor. It can be accomplished in EG 7.12 and later by unchecking Tools->Options->Data->Data General->"Automatically import data when added to project", then click File->Open->Other to bring up the file open dialog, navigate to your .sh file, click the Open dropdown, and select "Text" or "Text with Encoding". EG's "text" viewer is then associated with that node as long as it exists in the EG project.
As @Patrick noted, it was improved in EG 7.13 with the addition of the Tools->Options->Results->Viewer->"File extensions to open as text by default" option. If you add "sh" (and any other desired extensions), EG will open files with those extensions in the EG editor by default (without having to use the "Open As" dropdown steps mentioned above). (Note: We are adding "sh", "ksh", "ps1" extensions to the option by default in the next release.)
We are considering for a future release an even more intuitive, "Open in EG Text Editor" context menu item on file shortcut nodes, that would allow users to easily open any file shortcut into the EG text editor at any time.
One final note... while it causes no harm, the "View Results?" pane that is currently displayed when opening nodes that reference external files is unecessary. Rather, the external file (which can't be rendered by any EG viewers by default) should be immediately opened by the OS default application instead. We are making this change in the next 7.13 update.
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