It's important to note that unlike the in-game ones, which are generated from the lemming sprites in use, the ones in the level select menu are pre-generated. (One thing that somewhat gives this away could be that there are no frames of the Digger sprite that don't have some destruction particles visible, yet none exist in the level select menu.)
There is also the factor that if the user is playing in low-res, the high-res graphics don't even get loaded. Again - the ones in the level select menu don't actually come from the lemming sprites (not even with a "always use default"), but rather from pre-created graphics in "gfx/menu/levelinfo_icons.png".
That's not to say that this can't be changed, but simply that it would be a lot more work than it may seem - so I'm not really sure how worthwhile this is. Still, I'll leave this open for now to see what people think.