Same as @TylerG-11641, I have completed those steps as well, but to no avail.
Currently, my in-game player icon is set to Pagoda (Special category). I have also tested other owned (unlocked) icons from the Battle Pass category, Blizzard category, Overwatch category (including heroes’ “Silhouette”s unlocked from challenges), seasonal events from years past, etc. But, the issue remains.
FYI, for reference, there are more technical details & observations, troubleshooting steps taken, web browsers tested, etc. posted in the topic I linked: Can't change my profile picture? as well as links to 12 or more other topics regarding the same issue.
Thank you for your effort and time @Nicole-1893! It’s appreciated 
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