cron.daily jobs not running

According to this response, the problem lies with the .sh extension. Remove that (so for example rename your file from rkhunter.sh to rkhunter.

To confirm run the following command run-parts --test /etc/cron.daily

If your script (rkhunter) is included in the results, all is good. For more information on the run-parts command, read the man pages on it man run-parts

In my system it was because anacron wasn't installed.

grep run-parts /etc/crontab

17 *    * * *   root    cd / && run-parts --report /etc/cron.hourly
25 6    * * *   root    test -x /usr/sbin/anacron || ( cd / && run-parts --report /etc/cron.daily )
47 6    * * 7   root    test -x /usr/sbin/anacron || ( cd / && run-parts --report /etc/cron.weekly )
52 6    1 * *   root    test -x /usr/sbin/anacron || ( cd / && run-parts --report /etc/cron.monthly )

So either install anacron or remove the test -x /usr/sbin/anacron

I think files with extensions are ignored.

run:

 run-parts --test /etc/cron.daily

If you don't see your scripts listed, remove the .sh extensions and try again.