What I mean is,that for example I install a windows xp icon pack,but then some icons are missing,a cool feature would be that then the standard kde icons get used for the missing ones.
It's up to each icon theme to specify which theme it wants to use as a fallback in the case of missing icons. If the theme does not specify one, then any random one we pick might look totally bizarrely wrong. Ultimately this is a bug in the theme you're using.