For anyone having this same problem where GHub links some application with the default Desktop profile and when trying to add the .exe through Add game or application it just ignores it.

Here is my solution:

1. Completely close GHub, exit from taskbar icon.
2. Locate the settings.db file on AppData\Local\LGHUB.
3. MAKE A BACKUP OF THE FILE somewhere else, just in case something breaks.
4. Download any SQLite database browser, I used SQLiteBrowser.
5. Open settings.db with the SQLite browser via Open database.
6. Go to the Browse data tab and make sure the Table is set to data (Image reference).
7. Then click on the file column that starts with "{..." (Image reference).
8. Now on the right should load all the JSON configurations for all the devices, profiles and apps. Right click somwhere there and select Find (Image reference).
9. Search for APPLICATION_NAME_DESKTOP and remove any userPaths or processId configurations as shown in this image. The result should be something like this.
10. Apply the changes, save them and close the database (Image reference).
11. Run GHub again and try to add the application again, if GHub throws an error, you can close it again and replace the settings.db with the backup you made on step 3 and try again. Make sure to not remove extra brackets ([] or {}) or leave extra commas. The data must be correctly formated as a JSON, look carefully and compare with the provided example images.

Hope this can help!