I think it's great that this plugin uses the same project icons as configured in Gitlab, but I think you shouldn't directly link to the image hosted by Gitlab.

Not every Jenkins user has access to our Gitlab server. And even if they have, they may not be logged in into Gitlab. Because of this, Jenkins just shows a broken image instead the project icon.

If possible, I think these project icons should be copied into Jenkins and be served by Jenkens to the users.