SVGs are vector graphics files defined by text (Almost human readable)
For example this in my sunrise:
<?xml version="1.0" standalone="no"?>
<!-- Generator: Adobe Illustrator 18.1.1, SVG Export Plug-In . SVG Version: 6.00 Build 0) -->
<svg width="495" height="495" version="1.1" xmlns="http://www.w3.org/2000/svg">
<path d="M493.5,330.75H1.5c-0.829,0-1.5-0.671-1.5-1.5s0.671-1.5,1.5-1.5h492c0.829,0,1.5,0.671,1.5,1.5
S494.329,330.75,493.5,330.75z" stroke="#ff7b00" stroke-width="20"/>
<path d="M246,269.25c-0.829,0-1.5-0.671-1.5-1.5v-102c0-0.829,0.671-1.5,1.5-1.5s1.5,0.671,1.5,1.5v102
C247.5,268.579,246.829,269.25,246,269.25z" stroke="#ff7b00" stroke-width="20"/>
<path d="M141.518,266.985c-0.384,0-0.768-0.146-1.061-0.439l-72.07-72.07c-0.586-0.585-0.586-1.536,0-2.121
c0.586-0.586,1.535-0.586,2.121,0l72.07,72.07c0.586,0.585,0.586,1.536,0,2.121C142.286,266.838,141.902,266.985,141.518,266.985z
" stroke="#ff7b00" stroke-width="20"/>
<path d="M360.655,266.985c-0.384,0-0.768-0.146-1.061-0.439c-0.586-0.585-0.586-1.536,0-2.121l72.07-72.07
c0.586-0.586,1.535-0.586,2.121,0c0.586,0.585,0.586,1.536,0,2.121l-72.07,72.07C361.423,266.838,361.039,266.985,360.655,266.985
z" stroke="#ff7b00" stroke-width="20"/>
</svg>
A PNG file is like a bitmap. Where every pixel is defined.It also add some metadata to the file in text format.
JPG are compressed graphics and not suitable for icon use.
Going back to your issue…
Try naming your icons like this:
malarm-on.png
malarm-off.png
malarm.png
Without the _
In the sitemap, it should now be: ...icon-"malarm"
Please note that the sitemaps can use the svg OR the png icons but NOT both on the same sitemap