I have the icon rotating for all scanning web, on-access (real-time), on-demand scans. As I said what you are getting isn't normal.
What other security based software do you have installed (AV, anti-malware, firewall, etc.) ?
Has the tray icon every worked for all scans ?
If so, what if anything changed around that time.
Try unchecking the option to rotate the icon, OK your way out, reboot and then enable it again.