Some Linux users have had trouble launching NEO Scavenger through the Desura client. It turns out that this was a mistake in the launcher settings for the app, which pointed to the wrong location for launching the file.
A fix has been applied to the launcher, and it should work after the game is reinstalled. If you were having this issue, please try reinstalling the game through Desura to see if it helps. And let me know if it doesn't!
Thank you for alerting me to the issue, and for your patience!