No tray icon untill you launch AMD settings.
I do have that same issue like you that only launching from the desktop gives the tray icon. It is because the Radeon Settings: Host Application isn't in Windows Startup list.
I have already reported about this issue to AMD.
Exactly the same thing here on 2 systems.
Phenom II X4 965BE
Athlon X4 740
Also got the impression the whole AMD software doesnt start up with Windows, its not showing in the Taskmanager, and it also seems to run on the Default settings.
Wen i click the AMD Radeon Settings on the desktop or the programs menu it starts up and and settings are aplied.
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