This may only have a complicated solution. You would probably need to use one of the two conditions which reference parent tasks [ParentName] or [TopLevelParentName] and include some text in the task caption for the monthly goal which can be matched. If you want the icon where the weekly goal icon shows (to the left of the task caption), you would also need to drag your custom rule to the top of the list of rules because this prioritises use of Icon position 0.
I think it's been set up this way by default, with only weekly goals having icons, assuming that Weekly/Monthly/Yearly Goals are based on a hierarchy with Weekly being the most urgent.