Unfortunately, yes. The way the helper window is currently implemented, if you remove the WS_CAPTION style, the icon won't be centered when it gets docked (in GNOME at least.) I tried that when I put together the systray tooltips patch. Ultimately it caused more problems than it solved, so I gave up on it. But, it would be really great if you could figure it out. :)
I've tried kde, fluxbox and xfce4 (and fvwm, but it lacks systray). Now I can see that xfce4 suffers from it. I did not noticed that before.
So, I suppose a new patch (attached). Does it work correct with GNOME? In xfce is OK.
Thanks for pointing the path!
-- Kirill K. Smirnov