I just found out that with my Windows PC #2, as long as I turn on my Korg Microkey Air (Bluetooth version) first, iConfig finds the ICA4+ just fine. I tried this a couple of times. Every time it was the same way. So it is either any of Korg USB or BlE drivers getting in the way. Then I disabled Korg BLE MIDI Device in Device in Device Manager, and fired up iConfig without turning on my Microkey Air. It didn't work. So definitively, it is either the Korg device or one of its drivers that gets in the way.
I deleted the Korg BLE driver and the ICA+ was found by iConfig right away. I reinstalled the Korg BLE driver, than the same communication error.
However, in my Windows PC #1 is also Korg USB and BLE drivers and a couple of Korg BLE midi devices are shown in Windows' Bluetooth devices, and none of these Korg BLE devices are turned on, and yet iConfig finds the ICA4+. It baffles me. Well, for now as long as i know how to work around it with my PC #2, it's good enough.
Also, I have tried out Auracle. It looks promising.I like its new feature Setup Wizard. It just needs the advanced routing and settings of iConfig which I hear will be eventually implemented.