I hope you are well today and thank you for your question.
To achieve this you have to activate Unyson Mega Menu Extension and then add the icon to the menu item and set its Navigation Label to blank or just add empty space in it as shown in the attached screenshots.
I’ve already tried that, and it’s not working. When I save the menu leaving the label blank, the page or the link disappear, nothing stay in the menu. Using or not as mega menu. I guess I’ll have to use Menu Icon extension. Thanks