Most of the Stack Exchange sites have their own icons for badges. Why don't we have unique icons for badges in our OpenData site?
No, most Stack Exchange sites don't have their own icons; only the ones with a custom design do. Usually, such a design happens at some point after graduation from the beta phase (but it takes a while, given the shortage of designers). Open Data is currently still a beta site and with 1.7 questions per day it will take a while.