Good point BlueHazzard.
I just had a reply from someone in a C++ forum that suggested this is a Linux Mint issue.
After that, I observed this also on a Mint dialog window for the first time.
It seems to display on windows not having their own icon located to the left of the title.
So I added an icon to my Code::Blocks test app wxFrame, that solved it.
My icon is displayed, not the fault icon.