I can confirm this issue on clean installation of Ubuntu 18.04 LTS with GNOME Shell (default Ubuntu session), GNOME FlashBack (Metacity) and Unity sessions.
This happens even if have enabled desktop icons with
gsettings set org.gnome.desktop.background show-desktop-icons true
I have tried to add icons by dragging them from Applications menu (in GNOME FlashBack session) to the desktop.
Also I tried to copy them from
/usr/share/applications (in any session) to Desktop with:
cp /usr/share/applications/*gedit.desktop ~/Desktop
chmod +x ~/Desktop/*gedit.desktop
Visually the problem looks as following:
you have wrong icon ([) instead of correct one ().
The solution is a double click on the icon and confirm its first launch by clicking on Trust and Launch:
The method is suitable for all GNOME-based sessions.