Icons in my project are treated as components. While using them in the project, I can use the same icon but with different colors (white, black, etc). Marking both instances for download (for developes, in the handoff link), XD recognise them as instances of the same component, making available only one variation of the icon used multiple times with different colors. In this particular project, we can't use SVG icons and developesr asked for .PNG files. I know devs aren't able to change the color of an icon in PNG format, that's why I marked both variations (same icon, different colors) for download.
I unlinked one of the icon with color variation from the component element, and updated the handoff link, now XD is making available both color variations of the same icon.