Ok, I tried to take my time to read the icu license file, it's mainly a lot of BSD-like or MIT-like licenses worded slightly differently.
The only files under GPLv2 or GPLv3 are some build files. (Ctrl+F: "The condition for the exception is fulfilled" in the `LICENSE` file)
So I do not think there would be any licensing issue for adding the icu library to Wine.
The ICU `LICENSE` file link: https://github.com/unicode-org/icu/blob/main/LICENSE