I had a look into this. To have themed icon support, an app has to do this. It can provide both an adaptive icon and a monochromatic icon. If it does this, then the launcher can use the themed icon when the themed icons option is toggled on by the user.
Consider that the launcher in GrapheneOS is ported from upstream with only a few changes by the devs. Themed icon support was added to AOSP in Android 12.
So in summary, it's nothing to do with GrapheneOS which apps have themed icon support, and in no way constitutes anything to do with GrapheneOS recommending any particular app.