I have run a few tests on my end and everything seemed to be working as expected (the icon is visible in "Add or Remove Programs").
I've done 3 tests using a simple MSI, an EXE with External UI option checked and one with the External UI and BlackSurface theme (if I remember correctly, this is the one you are using). In all 3 cases, the icon was set as expected.
Perhaps there is something related to the machine you are testing. Are you testing this on your developer machine? If so, could you please test it on a clean machine (e.g. a Virtual Machine) and let me know if you are still able to reproduce this?
If you manage to reproduce this on a clean machine, could you please forward me a sample project that reproduces this (e.g. a simple AIP file + the icon) so I can run few tests on my end?