This happened after an update went wrong and when I restart my computer suddenly some files have an icon and others do not. It does not only happen with Dolphin icons, but also with other elements of the system.
Going to Settings and resetting the theme usually fixes this, but at random intervals it happens again.
In this case yes, but I have other images that I can share where the .zip extensions are not shown either, and in fact if you see on the left in the list of removable devices, the CDROM (which is nothing more than a flashed distro on a flash drive with Balena Etcher) does not have an icon either.