Is there any policy (on SuperUser or StackExchange) in either
direction concerning providing an executable I uploaded myself for
others to download? Of course, it is/must be relevant to the answer.
Often, downloads are part of the solution to the problem. So long as you don't claim copyright to anything that's not yours, and provide links where appropriate, there are no issues.
I would assume the main worry is malware, and therefore trust of the
answerer (and how seriously the answerer takes security of their own
computers). Obviously, it is entirely the user's choice whether to
trust and download or not.
The last sentence takes care of the prior. It's not our job to check what the end user does (unless you like the idea of "internet censorship"). This is the internet - use at your own risk. So long as nothing malicious is done on purpose (in which case, further action would be warranted), there are no issues.
Does it make any difference if there is an alternative in the answer
that does not require downloading the file (in this particular case,
running/compiling the script yourself)?
NO. This is Super User, not Stack Overflow. How many end users do you expect to actually read through source code and understand what it does before executing it? This poses the same risk as downloading a binary executable. Obviously, it's a lot safer to have the source code, so this is always recommended when posting - but remember who this website's main audience is.
This question also applies to other, non-executable downloads. We all
know there are vulnerabilities in programs such as Microsoft Office
that can be exploited through malicious documents.
Then this falls into every category listed above, including malware and source code. Any attempts at posting malicious files will most likely result in a timed suspension.
As per the terms of service, and my personal opinion, we should not "idiot proof" the website by placing black-box warnings near every seemingly suspicious download link - because indeed, who is to decide what is "suspicious"? Why is it our job, and not the end user, who will actually end up using (or not using) that particular file?
This is also supported by the Stack Exchange terms of service:
The Services, Content, Network and any Software are provided on an "as
is" basis, without warranties of any kind, either express or implied,
including, without limitation, implied warranties of merchantability,
fitness for a particular purpose or non-infringement. Stack Exchange
makes no representations or warranties of any kind with respect to the
Network, the Services, including any representation or warranty that
the use of the Network or Services will (a) be timely, uninterrupted
or error-free or operate in combination with any other hardware,
software, system or data, (b) meet your requirements or expectations,
(c) be free from errors or that defects will be corrected, (d) be free
of viruses or other harmful components.
TL,DR: This is the internet. Post what you want, man (or woman!). Any blatant attempts at spreading malicious software (or other files thereof) will certainly be met with administrative action. Report any malicious files if you come across them, by clicking on the flag link under the post.