I'm having the same problem - the bookmarks are still there, but iconless.
Under options and exceptions, I've told it not to clear the types .ico, .json, and .lnk and for the registry to leave HKEY_CLASSES_ROOT\.ico
But it still erases them - or often, erases some of them but not all. It might leave, for example, the icon for wisecleaner.com, but it definitely removes the ones for (e.g.) Pandora and Wikipedia.