I created a world in Creative mode with the superflat preset "The Void". I then did some placing and breaking of blocks for a few minutes, then exited Minecraft. When I came back, I noticed no icon for the world had been created. I wasn't sure whether to submit it as a bug, so I went into the world and stayed in the same position for 1 minute. Still no world icon. So, I'm submitting it as a bug.