I've seen some apps that have icons on menu items when those icons are used for the same functions in other UI elements (shortcut bars, etc.) that don't require digging into the menus, functioning as kind of a reminder that "you can do this elsewhere where you see this symbol". It is kind of like an inverse tooltip (where a tooltip you get by checking the icon and discovering the action description, this you get to by going to the action in the menu and discovering the icon.)

I think this is a useful pattern, but I'm not convinced that having specific distinct icons for menu items to highlight them as important is useful. Presentation order and/or simply a consistent difference in presentation for the highlighted items makes more sense.