It might just be the fact that I'm using file-roller (stock Ubuntu), but I do not have to do a chmod before running the shell script from the CLI. The shell script had +x immediately upon extract. This has been the case for all the Ren'Py VNs I've downloaded.
So it could be (1) the extract utility you're using, or (2) the location you're extracting to (especially if outside the $HOME folder structure), or (3) if you're extracting as su / sudo (in which case automatically adding +x on extract could be considered a security risk).
Adding a READ.ME file is logical, but it probably makes more sense for Ren'Py to handle it than individual authors. I recommend you post feedback to the Ren'Py VNE forum; maybe they'll add auto-generated READ.ME in a future version of the engine!