We have identified that this is a bug and will fix it in a future update.
In the meantime, you may configure them manually by following the steps below:
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1.) Right-click the affected shortcut and select [Properties].
2.) Click the [Change Icon] button.
3.) Click on [Browse], then enter C:\Program Files (x86)\Steam\steamapps\common\SegaFCC
4.) Select the executable file (.exe) of the game and click [Open].
5.) Click [Apply].
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