I was listening to Ken and Robin Talk About Stuff this morning, and Ken Hite mentioned his general preference for providing clearly-provided incentives for things you want the players to do.
Now, ICONS is a general superhero rules set. You can do pretty much anything that happens in comics with it, and comics is a wide-open field, being the kitchen-sink speculative fiction of our time. (It's all in there: Science fiction, Lovecraft, magic, swords-and-sorcery, teen apocalypse romance, all of it.) But by default, ICONS lends itself to mainstream superhero comics from about the sixties to the eighties. I know a lot of people look at the art and go, "Silver Age." You can do so much more, though.
Take, for example, mysteries. They aren't as common as they once were, but the original Elongated Man stories were puzzle stories (for some reason, one of my clearest memories is Ralph explaining why he wasn't the crook even though the ski tracks passed on either side of a tree, so it looked like a stretchy guy had done it). Investigation into the puzzle is part of the standard adventure structure that Steve Kenson lays out in the rulebook, but I'm thinking a more detailed kind of mystery, rather than figuring out where the bad guys are.
ICONS has an obvious incentive mechanism: Determination points. When a player does something you like, reward it with a Determination point. Assigning a particular form of Advantage is a more limited way to do it, and assigning a particular form of Trouble is a stick rather than a carrot.
There are ways to do mysteries in ICONS. If your players aren't particularly into it, do it as a pyramid test. This is the offhand side mystery, where they might need some of the information, but roleplaying the investigation is not possible because of a time crunch or because the roleplaying part is only fun for one of the players. In fact, if one of the players has the Investigation specialty, you might even give them a "Gumshoe-style" bonus, where they get some information no matter what possibly equal to a major success in the pyramid test. The major success is equal to a clue or three (depending on how many clues you have prepared).
While that's a kind of incentive, it doesn't really signal to the players that they should investigate this with roleplaying and so on. Now, since they can spend a Determination point to get a hint from the GM, I suggest that you can do the opposite: They get a Determination point for trying. If they need to, they can spend the point later to get the hint.
It's less desirable, but you can use the stick instead. Perhaps the players get some kind of social Trouble if they don't investigate. The most obvious is "Character suspected of crime and must clear name" but your situation might call for others.
Ultimately, it might boil down to whether your players are on board. While the game system can help with that (by being cool and making expectations explicit), ultimately that's something you have to work out with them.