Could be a case of windows colour depth or screen resolution causing a display error and the bad icon is then cached. I have had certain games 'lose' their icon and have to be reminded where it is.

Icons corrupting usually happens when a game crashes or you alt-tab and the game's screen size or colour depth is different to your normal desktop. It can happen just by quitting though as the screen resolution and/or colour depth is automatically switched.

Alt tab is a very bad idea with Divine Divinity, I've had it mess up icons on my task bar, its just cosmetic though and you can reset your windows icon cache. If a reboot doesn't fix it or you'd just rather not, Its a hidden file (iconcache.db) in your app data folder (where windows and other apps store their 'hidden' junk). Delete it and restart explorer.exe from the task manager.