I don't think you need to worry about that - it's probably got something to do with Linux rather than your build then.
And since the Game's running in Fullscreen for me anyway, I don't care much about the Icon when it's started.
And the Icon for the Desktop Launcher is always manually added for Linux - at least in most cases since creating a Desktop Launcher involves adding an Icon manually on my Cinnamon Desktop UI, that I use with Manjaro.
So, no worries there for you, i.m.h.o. <3