That’s because the Kugou program is automatically refreshing the desktop. It doesn’t matter. While the icon is flashing, the
shortcut
arrow on the icon will disappear. It's normal, don't make a fuss. In fact, many software will have this phenomenon when the installation is about to be completed, or when it is started for the first time, or even every time it is started. I don't know what the use of this is.