From 'INVOCATION' section of bash(1):

       A  login shell is one whose first character of argument zero is a -, or
       one started with the --login option.

       When  bash is invoked as an interactive login shell, or as a non-inter‐
       active shell with the --login option, it first reads and executes  com‐
       mands  from  the file /etc/profile, if that file exists.  After reading
       that file, it looks for ~/.bash_profile, ~/.bash_login, and ~/.profile,
       in  that order, and reads and executes commands from the first one that
       exists and is readable.

~/.profile must be setup to source *.sh files in this directory.