I’ve found the same thing. UnrealBuildTool doesn’t generate an asset catalog for iOS, only for tvOS (and the code is not really easily modifiable to accommodate iOS). I’ve raised a support request for it, and I’m investigating ways to work around it by building the asset catalog manually until then. I haven’t found any information about why this is required for iOS 11, but since the asset catalog has been recommended by Apple since at least iOS 5, I wouldn’t be surprised if it’s not the one and only way to include icons now. If you don’t require iOS 11, I’d try targeting 9 or 10 instead, to see if it works with the asset catalog there.
/axl