I've done some searching on this, can't find anything definitive. I see hits to my site to request individual pdf files where the favicon.ico is usually also requested, but sometimes not. When a page-hit happens (and all the correct accessory files are requested) the favicon.ico is, again, usually requested.
My gut feeling is that the default behavior for most (all?) browsers is to grab favicon.ico (if it exists) for any site you visit the first time, and maybe (?) don't ask for it again after that. I don't know if there is an *easy* way to turn off requests for it on any given browser, and if the typical user would do that. So all this makes me wonder if I can draw any conclusions when I *don't* see it being requested (but otherwise the hit looks legit).