Default installation of Xfce (new live xfce DVD or netinstall). Default icon set is Adwaita.

Start MCC, enter your root password. An icon appears in the taskbar (Policykit Authentication Agent) - but it's not the right icon, just one which is used when no icon can be found.

Change your icon theme to f.e. Mate --> an icon with a key appears. I've also tested with a manually installed icon package (to ~.icons), which works as well.

I could not find if the package mate-polkit is responsible or the adwaita-icon package. Or something else.
The issue started sometime two or three weeks ago, can't remember. Assigning this to wally, maybe he knows.