That icon indicates that the assignment was made using the Learn by Key Position function instead of the Learn By Key Label function.
This is useful when the same characters appear in different areas of the keyboard and you want to assign unique commands to them. On the old fashioned extended keyboards that have a numeric keypad (which are great, especially for Logic), you get the numbers appearing twice. Once on the right in the numeric keypad section, and again at the top of the the qwerty section.
So you can assign different functions to the numbers in the two locations. In the case of markers, using the keypad numbers calls up markers. using the qwerty numbers calls up screen sets.
I'm not certain how this plays out on a regular keyboard with just the qwerty row of numbers. But in any case, that's what the symbol indicates. It is also useful for assigning the = and / symbols, since those appear twice as well on extended keyboards.