This seems like it's an oversight but you can't select run command as a double click option. I normally default it to Open URL and Autotype but I'd like to change the double click to Run Command for those I have added commands to rather than right click > Run Command every time.
That option is available both systemwide (all databases) and per entry.
Or you desire something else?
Note that the dropdown list for the double-click action has a scrollbar, and you need to scroll down a bit to get to the "run" option. Perhaps that's why you missed it.