Unity 2017 and earlier automatically apply an icon “MyAssetType Icon” in the Gizmos folder to assets of MyAssetType. This doesn’t appear to be the case in 2018.1, and icons can only be associated through the script’s Select Icon menu.
I remember a live stream were one of the unity dev people said doing this was a work around that wasn’t suppose to work for the public - I could be wrong in that though. saying this, having icons is incredibly useful