@ele nailed the reason - the translator for your locale has accidentally translated the Icon value, so they now point to an invalid icon file.
This command will list all the localised Icon[..] keys - they should all be the same (English):
grep -r 'Icon\[' /usr/share/applications/*.desktop
Though, really... there isn't actually a need for all locales to have a localised Icon key.
There is a hacky workaround - this command will erase all localised icon entries. Take caution.
sudo sed -i '/Icon\[/d' /usr/share/applications/*.desktop
This will fix missing application icons (until a MATE package is updated). Unfortunately this doesn't fix the menu categories (Accessories, Games, etc) which I suspect is compiled into the code (/usr/share/locale/pt_BR/LC_MESSAGES/).
If they were *.po files, they would've been editable in a text editor, but they're *.mo (compiled).
I won't be able to fix this alone - since I'm not part of the 
team. 
Though, it would be good if a mechanism is in place so future MATE packages don't add Icon[] in the final build.