While testing the installer, I ran a basic setup but unchecked 'Start service' from the advanced options (Service tab).
At the end "Completing the Sonatype Nexus Setup Wizard", I kept 'Create Desktop Icons' checked.
When I double clicked the icon, I got the attached errors (one on screen, the other in console log).
I first noticed this on Mac running the .sh file, then subsequently in Linux CentOS GNOME. I was unable to test this in CentOS KDE due to an error with the icon not creating.
These errors occur regardless of if Nexus is started or not.
Running with start service checked seems to work.