Welcome to HBGames, a leading amateur game development forum and Discord server. All are welcome, and amongst our ranks you will find experts in their field from all aspects of video game design and development.
Supposedly, its illegal to do because it counts as "reverse engineering" the software, which violates the EULA. However, as per one of those threads, I guess a "legal" way is to make a shortcut with the icon you want, and hide the original one.