The Intimidation Center has no icon in the build list, during construction, and when finished. I had a look at the game-files and found out the cause:
Within the ImprovementDefs.xml, the name of the icon is this:
<Icon>IntimidationCenter.png</Icon>
<BuildIcon>IntimidationCenter_Build.png</BuildIcon>
<ListIcon>IntimidationCenter_Icon.png</ListIcon>
However, the acutal name of the PNGs is this:
IntimidationCneter.png
IntimidationCneter_Build.png
IntimidationCneter_Icon.png