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The first are created with CreateWindow or CreateWindowEx, the second are created with CreateDialog which takes a template (often loaded from resource files) to create the dialog. If in the Dialog template you use DS_MODALFRAME | WS_POPUP | WS_CAPTION | WS_SYSMENU flags, then no icon is ...
I think it's all clean and simple, since many, many Windows programs have dialogs with a caption, a correctly working system menu, a close button, but no icon . For example, in Delphi's VCL, you can set an option that kills the icon. I've read the VCL code and there are no tra...