Don't know where does it read icons from but Gnome disks, Gnome clocks, steam games have no cions on panel (default icon of white rectangle with blue title)
Related bug in alt tab switcher https://bugzilla.xfce.org/show_bug.cgi?id=11777
Those are actually deficiencies in the apps you mention. If an application doesn't use gtk_window_set_icon then the library xfce4-panel uses to get an icon (libwnck) doesn't return anything, hence no icon. Xfwm4 uses xlib directly but comes to the same result, because the underlying mechanisms are pretty much the same.