Just to be fair, as a matter of fact, you surfing that site is revealing you, surfing that site to your ISP and state actors, in the first place. A change, where to get the icon from (origin vs ddg), will not change this fact.
It is all about ddg not getting to know, which sites you are surfing, when not searching for it on ddg. Which should, indeed, be a no-brainer.
"You surfing that site" not adding a single surveillance point for every user of a particular browser, it's not compromising your other privacy measures (e.g, VPN that prevents your ISP from knowing) by sending your site surfing data out to that surveillance point, etc.
Getting the icon from each site means surveillance would have to be at origin or every site, while telemetry going to DDG gives a single surveillance point.
