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Your example is a shortcut for the Camera app, a UWP app managed by the Store. I'm betting that the other blue desktop icons are also for Store apps.
The icon is part of the app, and would be updated whenever the Store automatically updates its apps. Going from transparent background to blue suggests MS have modified the Store app icons in the latest update and messed up its transparency effect. You'll have to wait for the next Store update to see if they correct this.
You cannot uninstall a Store app update to revert to an earlier version, but you can change its shortcut's icon. Right-click on the icon and select Properties, then click the Change icon button. Choose an appropriate icon, there is a camera icon available in the SHELL32.dll that it will offer by default - and that one is transparent .