Ok, so that would mean that upon the first time MacroDroid wants to load the icon it will get it from the internet and then probably cache it, so it also works offline. If internet wouldn't be availible some placeholder error icon will be used instead.
Is this how you imagine the idea, or you didn't even get that far?
Now let's think about other conseqences. After the user inputs the image url MacroDroid will need to check if the url is valid and targets to an image file and also if the image file type is supported. This would also mean that you can't create a new icon from url without internet.
Maybe a better solution would be adding an option to the "user" tab in icon picker to also import from url, with difference being that these user icons would be imported to another device with the macro if they are not on the device in the very same way action blocks are imported with a macro if they are not on the device.
I don't want to be mean. It's just good to think about how will developer solve the problem.