If you attempt to change the icon of the Stage in an unsigned application, it throws an AccessControlException. This will cause the entire application to hang on startup.

Here is a very simple example to reproduce this:
Stage {
    width: 640
    height: 360
    title: "Shelf Test"
    icons: Image {
        url: "http://jfxtras.org/portal/webdav/liferay.com/guest/document_library/Samples/JFXtrasDemo/JFXtrasShelf/images/image%%20(9).jpg"
    }
}
(you will need to modify the url to be an image on the same server)

And here is the associated stack trace (fixed):
java.security.AccessControlException: access denied (java.lang.RuntimePermission accessDeclaredMembers)
at java.security.AccessControlContext.checkPermission(Unknown Source)
at java.security.AccessController.checkPermission(Unknown Source)
at java.lang.SecurityManager.checkPermission(Unknown Source)
at java.lang.SecurityManager.checkMemberAccess(Unknown Source)
at java.lang.Class.checkMemberAccess(Unknown Source)
at java.lang.Class.getDeclaredMethod(Unknown Source)
at com.sun.javafx.tk.swing.WindowStage.setIcons(Unknown Source)
at javafx.stage.Stage$_SBECL.onChange(Unknown Source)
at com.sun.javafx.runtime.location.SequenceVariable.notifyListeners(Unknown Source)
at com.sun.javafx.runtime.location.SequenceVariable.setAsSequence(Unknown Source)
at org.jfxtras.scene.control.ShelfTest.javafx$run$(ShelfTest.fx:83)
at sun.reflect.NativeMethodAccessorImpl.invoke0(Native Method)
at sun.reflect.NativeMethodAccessorImpl.invoke(Unknown Source)
at sun.reflect.DelegatingMethodAccessorImpl.invoke(Unknown Source)
at java.lang.reflect.Method.invoke(Unknown Source)
at com.sun.javafx.runtime.provider.GUIRuntimeProvider$1.run(Unknown Source)
at com.sun.javafx.tk.swing.SwingToolkit$StartupRoutine.run(Unknown Source)
at java.awt.event.InvocationEvent.dispatch(Unknown Source)
at java.awt.EventQueue.dispatchEvent(Unknown Source)
at java.awt.EventDispatchThread.pumpOneEventForFilters(Unknown Source)
at java.awt.EventDispatchThread.pumpEventsForFilter(Unknown Source)
at java.awt.EventDispatchThread.pumpEventsForHierarchy(Unknown Source)
at java.awt.EventDispatchThread.pumpEvents(Unknown Source)
at java.awt.EventDispatchThread.pumpEvents(Unknown Source)
at java.awt.EventDispatchThread.run(Unknown Source)


The only workaround is to not use Stage icons.