Currently, the lxqt group provides a quasi-complete DE without an icon set. Many components appear incomplete without icons. Few of note include, the default start menu and task bar, provided applets, pcmacfm-qt, and lxqt configuration center. Others too but you get the idea. The wiki for lxqt mentions the need for a default icon theme and recommends this package. However, for consistency, I recommend that oxygen-icon should be included in the lxqt group.

Note that other groups for DE do in fact have a default icon theme in their group e.g. lxde xfce4 and gnome (perhaps others, I have not checked).