That’s because you didn’t delete the ones that were actually used by the build system. The build system uses ones that are set in the Resources > Assets of the project. See my topic for the detailed answer on how it all works.
That wouldn’t fix it, since it would still use the icons set in the generated project files, which you wouldn’t even have on your Windows machine, and so it would generate the default ones on Mac, respectively, and you’ll still get the default icons.