That means that the desktop-icons extension is not running. Open the extensions app and check if it's installed and if it gave any errors.
I also suggest updating your installation. It might be caused by a mismatch of versions between the extension and GNOME shell

This report has been filed against an old version of Kali. We will be closing this ticket due to inactivity.

Please could you see if you are able to replicate this issue with the latest version of Kali Linux (https://www.kali.org/get-kali/)?

If you are still facing the same problem, feel free to re-open the ticket. If you choose to do this, could you provide more information to the issue you are facing, and also give information about your setup?
For more information, please read: https://www.kali.org/docs/community/submitting-issues-kali-bug-tracker/