Thank you very much for reporting the problem.
In order for custom actions icons to work properly, the entire button should be selected. By now the selection was, the inner span element, which contains the icon. So, instead of selecting the span with the icon, the click event should be attached to its parent.
You can find the modified example on the following Dojo.
The example in our documentation and the demo regarding the custom action icons in Window will be modified as soon as possible.
As a sign for gratitude for reporting the problem, your Telerik points are now updated.