I cannot replicate that problem on my Windows 7 computer. The icon disappears when I unsync a collection.
I also work on Windows 7. But the icon stays.
I found a tournaround:
The collection is not synced.
When I shortly sync and then unsync, those little things disappear.
Funny but true.
I guess it is because I unsynced from my iPad !
I did a test : When you unsync from the mobile device, the collection is unsynced but the icons remain on the laptop.
Just sync quickly sync and unsync on the laptop and they disappear.