When icons for Start menu shortcuts are not set while deploying an installation item of the type Network Executable or Shortcut on Windows 8 and up this is due to a Microsoft Group Policy. This gpo was introduced in Windows 8, Windows Server 2012 and Windows RT. We couldn't find a reason why this was implemented but its nature is probably rooted in security.
The gpo can be enabled by running gpedit.msc and browsing to Computer configuration/Administrative Templates/Windows Components/File Explorer/Allow the use of remote paths in file shortcut icons. Set it to Enabled.
As an alternative you can directly edit the registry here: HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\Explorer
Create a DWORD (32-bit) called: EnableShellShortcutIconRemotePath with Value: 1 (Decimal).
Note that a reboot is required for the setting to take effect.
We are working to fix this within Easy Software Deployment itself so there is no need to set a gpo or edit the registry. We will update as soon as an update is available.