It seems to be an issue with Photoshop using the files provided by Firaxis.
Use GIMP. SamBC released the IconAtlas Templates in the native GIMP format and they work perfectly! I was having the same issue when I was using the Photoshop versions, but with Sam's files, they are perfect!
http://forums.civfanatics.com/downloads.php?do=file&id=15498
Attached is a combined Screenshot from the Civilopedia in-game of the icons I have made...
In case anyone is wondering, here is how I made the icons...
1) Resize needed image to 200x200, or something very close to that size
2) Use a circle selection tool. Feather=3 Size of the Circle is 172x172
3) Cut out and paste onto a Transparent background on a canvas size of 256x256, directly in the middle
4) Create a new file with a transparent background, size is 2048x2048
5) Paint a pixel into the far 4 corners of the 256x256 files so they can be arranged accurately
6) Paste all into the 2048x2048 file
7) Erase the painted pixels in the 4 corners
8) Select All, Copy, Paste into the SamBC's provided file
8) Anchor the selection
9) Save as native GIMP file for easy editing
10) Save as DDS file
I am assuming there are easier ways to do it, this is just the technique I used. I also found that instead of re-sizing the newly saved DDS files to save the various icon sizes, it was much better quality to resize the GIMP image and then export/save that file to DDS.
Please let me know if you have any questions.
Pap