Begs the question - why is this only editable from the command line???
The reasoning not actually sure - there is no open with in .desktop file properties so one can't change the default which is to open (run the Exec=) on
As far as no default r. click option (though you can create one or more) I guess because .desktops are not considered text/plain or any other mimetype associated by text editors

(and as noted you can drop them into an open text editor window