(I've updated the post)
Here's how I have my proyect:
Manifest:
android:allowBackup="true"
android:icon="@mipmap/ic_launcher"
android:roundIcon="@mipmap/ic_launcher_round"
android:label="@string/app_name"
Mipmap: Created by New > Image Asset I selected Launcher Icons (Adaptative and Legacy)
Also, when I open any of them I see the icon I want:
Now, the launcher icon works just fine:
The problem I'm having is that it does not want to update the icon that is displayed when I'm going to select another app.