I do not know what the correct name is (perhaps favicon), but is seems that the image shown in oneboxed posts in chat seems to have changed url from the format
http://cdn.sstatic.net/Sites/_site_/img/apple-touch-icon.png. For example, http://cdn.sstatic.net/Sites/stackoverflow/img/apple-touch-icon.png. (At least for some sites.)
Older messages in transcript are linked still to the old url. (When shown in transcript or in chat if you scroll to old enough messages.) For example here:
Recent messages seems to work fine, at least when I tried in Sandbox.
It seems that some sites still use old form of the url, like here:
The message links to http://cdn.sstatic.net/stackexchangemeta/img/apple-touch-icon.png
Perhaps this is too minor to be called a bug. But I thought it is still worth reporting anyway.