Not all achievements have icons yet. That will be a side project @w@
Any achievements you have unlocked in-game should unlock related Steam achievements when launching. Steam achievements are additive and will not lock again if save data is erased.
1.9.9 also fixes:
[list]
[*] It was impossible to get the campaign clear achievements, as it expected you to clear a stage that doesn't exist yet.
[*] An issue with case-sensitive filesystems made one unlockable track unplayable.
[*] The game will now pause when going to the Steam overlay.
[*] macOS Steam depots have now been enabled.
[/list]
There is an issue where unpausing after viewing the Steam overlay may trigger the pause dialog a second time. I'm trying to understand why it does this.