Custom Finder folder icon not showing in Dock

I tried to add an icon to a folder, using the "customise folder" in the right click menu. I was able to do it in Finder. However, when I had that folder in the dock, alongside the downloads & applications, where they retain that icon on the blue, my new folder didn't.

I tried rebooting; removing & re-adding the link to the folder. (Even a different icon, just in case I'd picked some weird icon).

However, I then read Customise the look of folders and files on Mac – Apple Support (UK) - while that didn't let me add in an icon over the blue, it did let me select something else entirely. This is now showing (without me having to do anything else) with the other folders I've got in the dock. While, in some ways, it's actually better & more recognisable than the icon I'd orginally selected, I'd also like to know why I couldn't do what I wanted to. Why, in essence, folder customisations appear to reside only in Finder, not elsewhere.

Thanks.