Some software expects file extensions ((la)tex for example, expects .tex and writes a bunch of files with .aux, .bbl, .log etc). sane writes file extensions when scanning etc, etc. I guess I could jump through some hoops to remove them but frankly, I'm too lazy for that and just follow along. Also, most programs looking for a config file look for a file with a prescribed location/name.

When I write scripts, I don't add any extension because that would mean more typing when I want to invoke it. So, no .sh for me.

Otherwise, I don't really think about it much but I find that in general I don't use an extension when it's not necessary. So usually, no .txt but .odt, doc(x) because of software requirements. Totally inconsistent but the path of least resistance.