You are correct. I checked in changes to make our icons consistent with the other platforms.
If you want different icons, you should use an icon pack. Note that on Windows, you don't have an icon on every window because they don't display the system menu on every window - on OS/2, I don't have an option to do that, because then you wouldn't be able to access the system menu (on Windows, the system menu displays with Alt+Space even if there is no system menu on the window)
