The icons in the weather data are forced to be in the GIF format...which don't support alpha blending. (That means that some pixels may be more transparent than others. Alpha blending is found in PNG.) In GIF, you can have white borders or jagged, ugly edges. There are examples attached below. Which one looks better?
Martin can't help this, unless he wants to put up with a huge mess of coding. The weather data system that converts everything into the images you see here downconverts any icons into GIF format, as with the text (it's not anti-aliased). It really can't be helped easily, unless we have someone here who is good with coding with images.