Indeed, searching is not possible in the HTML documentation, so the magnifying glass should not be there.
As a quick fix, I have edited the 9.6 HTML documentation CSS stylesheet html/documentation/cetree.css, to remove styling (i.e. the magnifying glass image) for the class .search.
This is not an ideal fix, because this CSS stylesheet is supposed to be an exact copy (as generated in the documentation.userdoc-html build) of the one used for the dynamic XML documentation.
In fact, for the 9.5 documentation, the XML and HTML versions really share the CSS stylesheet, so I can't make this simple fix in that case (because the .search class styling should remain for the XML version).
The alternative would be to regenerate the HTML documentation, with a correction on the userdoc/saxon9/to-static/s-cetree.xsl stylesheet, which removes the
elements from ever being introduced to every page in the first place. I have made this change for the 9.7 development userdoc, but would prefer not to have to replace the whole of the 9.6 HTML documentation.
.