Would be nice if those icons could be made to work, just like the shortcuts in the Windows Start menu.
None of the menu items in either newui or MAME/MESSUI are using bitmaps. It's code, that either never worked or hasn't worked for years. It's something that is just for eye candy reasons and it's nothing that should really belong to the official. I also tried getting it to work and it wasn't that easy and required new, maybe even totally different images to get it to work. Like the input customization artwork you are welcome to make it work, but I think there is no reason to have this at all (it's also platform-dependent) and bugzilla is still full of more serious issues people should take a look at.
Since you should know I already outlawed MESSUI and newui, but I am doing this right now as a learning experience with UI code and the MAME stuff involved and I am also trying to clean thing up, so they are more readable and manageable.