Perhaps I make a mistake but it seems that there is no specific image when there is a new message on a sticky topic.

For example there is a topic_poll.png and a topic_poll_new.png, but there is only a topic_sticky.png (no topic_sticky_new.png).

Any reason for this ?

That could be an interesting "feature".

Maybe it was just forgotten. I added it (Changeset 089342e1eb25) also all Topic Icons are now displayed in the Icon legend.