They appear to have lost their extension so Windows will not know what program to open them with.
You can test this out by making a new text file in Notepad and saving it to your desktop (so it's easy to find) then rightclick and rename - remove the .txt at the end, press Enter to save it (you will get popup message to say ...file will become unusable... click on OK) Now when you look at the file in Windows Explorer it is exactly like the one you have posted link to.
Still testing.. Now rightclick on the file and choose 'Open' you will get a popup window asking you to choose which program to use. Select 'Notepad' and the test file will open in Notepad.
It does seem strange that your USB flash drive has 'lost' all the .extensions from the files. Could be that it is (becoming) corrupt or has some sort of virus infection. So be aware you may get other problems. I would scan the drive with your antivirus and anti Malware programs and see if they find anything. I had thought it might be the 'Shortcut Virus' but your pic doesn't show the classic 'files turned into shortcuts' icons.