I'm seeing the same behavior you are with icons. They are not anti-aliased. By way of comparison, text is anti-aliased.
I'm using a 4K screen. I'm using the game's default graphics settings.
I've never noticed this until you pointed it out. That doesn't mean it wasn't happening before, just that I didn't notice it. I haven't tested this with older engine versions or with other screen resolutions.
Here's four pictures showing what I see:
Icons and text, zoomed out:
actual size,
magnified.
Icons and text, zoomed in:
actual size,
magnified.
Note that the icons have hard jagged edges while the text has blended smooth edges. Also note that the interior of the icons are nicely anti-aliased and smoothly blended with the playercolor. It's only the exterior edges that are sharp against the terrain.