Symptoms

For example an issue type called "Test" renders correctly with:

<YourDomain>/images/icons/issue-test.gif

However, Confluence's jiraissues macro does not render the icon and the URL retrieved is:

<YourDomain>/images/icons/test.gif

Cause

The JIRA Issues Icon mapping is not configured with the appropriate JIRA entity or file name.

Resolution

See Configuring JIRA Issues Icon mappings.
This feature is no longer available in Confluence 3.5 or later.