You can use SDL_ConvertSurfaceFormat() now

Also, icon is guaranteed not to be NULL going into this function.

src/video/windows/SDL_windowswindow.c

@@ -286,12 +286,9 @@ WIN_SetWindowIcon(_THIS, SDL_Window * window, SDL_Surface * icon)
 {
     HWND hwnd = ((SDL_WindowData *) window->driverdata)->hwnd;
     HICON hicon = NULL;
-
-    if (icon) {
     BYTE *icon_bmp;
     int icon_len;
     SDL_RWops *dst;
-        SDL_PixelFormat format;
     SDL_Surface *surface;
 
     /* Create temporary bitmap buffer */
@@ -317,8 +314,7 @@ WIN_SetWindowIcon(_THIS, SDL_Window * window, SDL_Surface * icon)
     SDL_WriteLE32(dst, 0);
 
     /* Convert the icon to a 32-bit surface with alpha channel */
-        SDL_InitFormat(&format, SDL_PIXELFORMAT_ARGB8888);
-        surface = SDL_ConvertSurface(icon, &format, 0);
+    surface = SDL_ConvertSurfaceFormat(icon, SDL_PIXELFORMAT_ARGB8888, 0);
     if (surface) {
         /* Write the pixels upside down into the bitmap buffer */
         int y = surface->h;
@@ -330,13 +326,11 @@ WIN_SetWindowIcon(_THIS, SDL_Window * window, SDL_Surface * icon)
 
 /* TODO: create the icon in WinCE (CreateIconFromResource isn't available) */
 #ifndef _WIN32_WCE
-            hicon =
-                CreateIconFromResource(icon_bmp, icon_len, TRUE, 0x00030000);
+        hicon = CreateIconFromResource(icon_bmp, icon_len, TRUE, 0x00030000);
 #endif
     }
     SDL_RWclose(dst);
     SDL_stack_free(icon_bmp);
-    }
 
     /* Set the icon for the window */
     SendMessage(hwnd, WM_SETICON, ICON_SMALL, (LPARAM) hicon);