True, with Hollywood's SystemRequest() the question icon is there. The reason why it isn't with RapaGUI seems to be wxWidgets-related. See here:
Source: https://docs.wxwidgets.org/trunk/classw ... ialog.htmlwxICON_QUESTION: Displays a question mark symbol. This icon is automatically used with wxYES_NO so it's usually unnecessary to specify it explicitly. This style is not supported for message dialogs under wxMSW when a task dialog is used to implement them (i.e. when running under Windows Vista or later) because Microsoft guidelines indicate that no icon should be used for routine confirmations. If it is specified, no icon will be displayed.
So you need to complain to the wxWidgets guys because they apparently don't like question mark symbols in dialog boxes