No, but I did uncheck it and it just hides the icons like when you double click the desktop, correct?
And it appears that unchecking 'Always show icons at startup' does not turn off showing icons on the desktop at start. It only has the effect, if it is checked, to uncheck that 'Show desktop icons' menu item on start. So, if it's unchecked, it does nothing at all.
How about if 'Always show icons at startup' is unchecked, then at startup you uncheck the 'Show Desktop icons' menu item??