ICMP redirect supported on LTM VE ?

To me, the answer is quite easy: Administrative overhead. It's static routes to maintain on hundreds of servers vs. one iRule containing three lines of code configured on a central point in the network. And personally, I don't see a reason why udp and even tcp are available in iRules with sideband, and icmp is not, it should be relatively easy to implement, and low-cost with regards to resource-consumption on the LTM.