For anyone who wants a solution to this problem, I found one on https://superuser.com/questions/868340/how-can-i-convert-a-windows-batch-script-to-a-exe.
This solution involves creating an .exe wrapper for the script, so you can select that in iCUE instead of a .bat file.
Below is a quote of the steps you need to follow in order to create the .exe wrapper;