You need to change the permission settings of your bash scripts. From the terminal, go to the folder where your scripts are located and use this command:
sudo chmod 777 on.sh
sudo chmod 777 off.sh
You can do it through fileZilla as well, if you use it to manipulate and upload your files on you rpi, to change the permission settings, just right click on the file and select “permission”, then you can modify the permissions the way you want.