I've noticed the same issue with the package rxvt-unicode after the upgrade of icewm from version 1.3.8-2 to version 1.3.8+githubmod+20150310+31bfd46-2.
If you launch rxvt-unicode with the perl extension "tabbed" (ie: rxvt-unicode -pe tabbed or urxvt -pe tabbed) it starts but it doesn't take the focus. If you launch rxvt-unicode without that extension (ie: rxvt-unicode or urxvt) it works ok. I've tried the same thing (rxvt-unicode with and without the "tabbed" extension) with other window managers (fluxbox, openbox, pekwm, ...) and there are no problems with them.