iCloud for Messages was not initially implemented to save messages on iCloud, but rather to ensure that messages were consistently sync'd (and especially deleted) across all devices using the service.
So, there is no icon for Messages because Messages can only by accessed via the Messages app - not via iCloud itself.
iCloud does not store messages that are using iCloud for Messages. Only attachments, and they are not separately accessible. So, currently, if you delete a message and you are using iCloud for Messages, the message has been permanently deleted at that point.
If you are not using iCloud for Messages, then your messages are backed up in your iOS iCloud backup (assuming you are using the astonishing daily backup magic provided to you free of charge....) once every 24 hours as long as the device is plugged into power, on the Lock screen, and connected to Wifi.
So, there you have it. The good, bad, and ugly. No Messages Icon - sorry....
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