Changing the icon of a Windows executable is suprisingly hard. It uses the ICO format which is an ancient format dragged kicking and screaming from the 16-bit Windows 3.1 days all the way through to 64-bit Windows 10. It never had any decent support in the Windows APIs to write ICO files as far as I am aware, and the documentation on the subject is pretty poor (and absolutely littered with accumulated backwards-compatibility baggage from over the years). So to support this would basically mean spending several days reverse-engineering an old, obscure and poorly documented format. Alternatively there are existing tools that can do this, and we have a lot of much more pressing things to work on, so...
BTW I'm not aware of any issues with task manager - the window caption is taken from the project name, and you can rename the executable if you wish...