It is for older addons that sometime check if FS9.exe is really there, to check if you really chose the correct folder for installing. Kind of a trick, if you prefer. You can click them, they won't find their files nor registry entries, so they won't work at all.
I had never noticed them before, and while I do have FS9 too. I no longer have 2000 or 2002, so I couldn't understand why there were .exe's for those two, especially.