The issue with Debian is really strange. I have tested this on Debian as well, and do see a .sh file being created. I wonder what might cause the problem?
I attached the robocode.sh file directory from the sources into this reply.
Basically Robocode is started by this script:
pwd=`pwd`
cd "${0%/*}"
java -Xmx512M -cp libs/robocode.jar -XX:+IgnoreUnrecognizedVMOptions "--add-opens=java.base/sun.net.www.protocol.jar=ALL-UNNAMED" "--add-opens=java.base/java.lang.reflect=ALL-UNNAMED" "--add-opens=java.desktop/javax.swing.text=ALL-UNNAMED" "--add-opens=java.desktop/sun.awt=ALL-UNNAMED" robocode.Robocode $*
cd "${pwd}"
I hope this helps?