I am suggesting to allow HTML in Category Titles for the MG Add-on. At the moment i am only able to put HTML in the description. But in the Category Titles it won't work. It would be a nice feature to add icons.
We generally don't allow HTML in any content title as they are often used in contexts that don't really support HTML well (the title tag) or in cases where the HTML is a very different context/rendering (emails). CSS would likely be a better approach for the contexts where you want to modify the output.