After reading and digging into the Troubleshooter, I think that it's something that I really can't see why MS decided to change the control of icons compared to previous versions. I can imagine a lot of people wouldn't have a clue why their icons are missing because of this automated deal, and they would just end up manually re-adding them again and again after they disappear each time.
I never noticed this issue because I don't keep any icons on my desktop, besides the recycle bin.