I'm having this problem happening to me recently:
In Fusion, usually I put in the Icon Editor a custom icon in the resolutions avaliable. The custom icon shows normally inside Fusion, Windows Explorer and Task Bar.
But, when I put the game in my desktop, shows the default application icon instead. I've tried to restart my computer and build the apllication again.
Anyone knows what is causing this? I'm using Windows 10 and Clickteam Fusion 2.5 Build R294.14
Thanks for attention!