It's not a question of being allowed or not, but simply if the file system used is able to handle them or not. Nothing has changed.
NTFS and FAT file systems completely lack support for file ownerships/permissions as they are used in Linux/Unix.
..and filesystems used on CD's and DVD's are read-only by design.
So since these filesystems don't support the permissions, and can't store them in any way, you can't use chown/chmod on them. Instead the ownership & permissions are set for the whole disc/partition at the time it's mounted.
If you have any removable drive formatted in any Linux filesystem, you are of course able to change the permissions and ownerships on it.
If you were previously able to execute .jar files form your external partition,a nd it was a FAT/NTFS filesystem, you must have had it configured to mount with execute permissions. Meaning that every file on the drive was considered as executable. That sure hasn't been the default configuration in any Ubuntu release, but if you want to set such mount options yourself then read this fstab guide: https://help.ubuntu.com/community/Fstab
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