Those icons don't appear when installing Wine alone, at least not in Arch Linux. They don't even appear when launching winecfg, removing the directory you mentioned, or installing any of the Q4Wine dependencies.
The icons only appear when launching Q4Wine, in "~/.local/share/applications/q4wine". If you delete them, on the next Q4Wine launch, the program recreates them.
When you install Q4Wine, it populates the menu with all kind of Wine shortcuts. It would be nicer if instead only the Q4Wine shortcut was shown.
This is because most stock Wine icons are rarely used, they have a more intuitive organisation on Q4Wine, and having many icons makes harder to notice which applications are installed.
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