Why can't you simply double click on an ASP.NET page to run it?

An ASP.NET file must be processed by the server and have all code blocks executed before it can be used. The server knows how to process a request based on rules that are set regarding a list of file types. In the case of a server with the .NET SDK installed, the server knows that the .NET Framework will be used to process files with a .aspx extension.

It is also important to understand that what you see as a developer (such as script blocks that are intended to be run on the server) are not seen in the HTML that is delivered to the user. So in other words users do not get to see the inner workings that went into creating a page, they only get to see the end result. This would not be possible if the server did not first process all the server code and produce HTML from that server code.