What is favicon.ico and why does my browser request it secretly?

Question:

Why does my browser silently send requests for 'favicon.ico' file for multiple domains?

Environment: Cisco Web Security Appliance (WSA), all versions of AsyncOS

You may have noticed that when you browse to different domains, your browser is sending requests for http://<your.domain.com>/favicon.ico, behind the scenes 

Modern browsers will show an icon to the left of the URL. This known as the 'favicon.ico' and is typically fetched from website.com/favicon.ico. Your browser will automatically request it when browsing to different sites. If your browser receives a valid favicon.ico file, it will display this icon. If it fails, it will not display a special icon.

In either circumstances, browsing is not affected.

More information on the favicon can be found at http://en.wikipedia.org/wiki/Favicon