and what I read is that Chrome doesn't display favicons in the address bar, and so any shortcut you create by dragging the address bar entry to your Desktop just displays the default browser's icon.
There is more about it in the links below;
Hi, started using Google chrome as y browser on Windows XP and noticed that when I drag WEB icon from the address bar onto my desktop I lose that sites icon and get Google chrome icon instead. How can I prevent this from occurring ? Thanks