This feature has been added for Windows/Mac as of dev build 2182.

For me the new icon is visible but the top is cut off when using small icons on the task bar (this is Windows 7 SP1 with a custom visual style). I prefer the previous simpler flat icon to this new 3D one which has too much detail which I don't think works well when reduced to this size.

There's a plugin for this:
https://github.com/SublimeText/Camaleon