Remember that those icons are all bitmap images, and to get a bitmap to look good, takes lots of time. Especially when they're in color. When done well, a bitmap can offer a good clear image that doesn't take up much memory in storage. Problem is, most of us aren't that good drawing in bitmap format.
My bet is that most of us just use the out-of-the-box option to 'create a PNG from current screen image', which is a checkbox in the wizard dialog. Or, we use a screenshot of the CAD graphics. Either way, our nice vector CAD graphics basically equate to a collection of zero-width pixels in a bitmap, so the end result is often a very faint icon menu thumbnail.
When creating new icons for the icon menu, I have a workflow that I use. I totally abandon the idea of creating a PNG from what's on the screen.
First, I copy the graphics into a fresh new template. No attributes or text - just the things I want to see in the icon/thumbnail. Then, I make edits. Generally, these revolve around making all lines into polylines and then assigning them a width. How wide? That depends, see below.
Once I'm satisfied with my graphics, I plot to PNG. I use a small size, something like 80 pixels by 80 pixels. I had to set that up as a plot size, it's not out-of-the-box. Then, I check the plot preview to ensure that I chose a thick enough line thickness for this thumbnail size. You may need to go back-and-forth a few times to make it right. A little experimentation is to be expected here, but the overall goal is to develop a workflow that is good for ALL icon menu thumbnails. This step is fussy-work and no one wants to do that more than they have to.
Once this is done, I go back to the wizard and lead it to the location where I saved my icon. Yes, you can create the icon, and then assign its image, in 2 separate steps if need be. But usually, when I'm making an icon, it's for something I've already drawn a symbol for. Typically I'll start there, create an icon thumbnail/image, and THEN open the Icon Menu Wizard.
Some things to keep in mind:
*Scale matters. In my 3rd screenshot, you'll see where I have some custom magnetic switch icons right next to some out-of-the-box limit switch icons. Even though I thickened the lines as I described here in my post, the fact that the custom symbols themselves were so long meant that they still didn't really come out very dark as an icon without getting blurry. So for these I had to actually leave the lineweight alone in order to get a decent icon. So, keep in mind how long or wide of an object you're planning to insert into what is essentially enough space for a little thumbnail.
*Images are an option too - in both of my first 2 screenshots you can see where I just use a generic image from the internet as an icon, instead of drawing one up. This is especially helpful for an icon that is really showing a submenu, like the one I made for light curtains.
Short version here is, it takes some extra work to get good-looking icon menu images. Bitmaps are best, if you're good with that format. Otherwise, it may be best to draw CAD graphics and plot to PNG to create icon images.

Jim Seefeldt
Electrical Engineering Technician