In my case I have never had any kaseya icons appear in a Terminal Service Session. They only appear when the users is logged in locally.
This is happening to us, also... In our case, we didn't notice it until we tried to customize the .ico in the system tray with our own logo. When we did this, and reinstalled the agent, the icon appeared for a few seconds, then disappeared. The service was still running, and the agent was still communicating with the server.
Again, in our case, this kept happening, even after a reboot. We went back to the default "K" icon, and have had no more trouble. On my machine, I left the agent that was installed with our logo, and since we have gone back to default on the K Server, even my custom icon has not disappeared.