The generated assemble files do not set the property launcherIcons that is required by PDE to define the icons of the generated executables.
As a result of this, RCP applications built with plugin builder do not include the icon on the executable (the .app folder has no icon for macs, the executable has no .ico for windows and the linux version doesn't contain a .xpm file).
This information should be retrieved from the product definition at the same place as the launcherName is retrieved.
A workaround that I found is to change the build_files/allElements.xml and include the property 'launcherIcons' on each platform assemble call. However, the file is erased when the files are generated. This might be a PDE productBuild script since it should extract the info for any product but I couldn't find this piece of code.
Oh! And this is running Eclipse 3.4.
The rest works perfectly.