When using the windows installer with the /SAVEINF=c:\setup.inf parameter it creates a setup.inf with the options that have been chosen in the installer.
So far so good! However, if you uncheck 'create desktop icon' in the installer, the setup.inf file gets written with the task that does create the desktopicon.
Of course editing the setup.inf and removing that task fixes this, so this is a very minor issue. When running the installer normally (without the /saveinf parameter) it does not create a desktop shortcut when not selected.
jEdit version number: 5.3.0
platform: Windows 7 N Professional 64-bit
Java version: JRE 8 update 72
This happens with the 'windows installer': http://sourceforge.net/projects/jedit/files/jedit/5.3.0/jedit5.3.0install.exe/download (this is the inno setup installer)
Offending code may be here: https://sourceforge.net/p/jedit/svn/HEAD/tree/jEdit/trunk/package-files/windows/win32installer.iss
Or perhaps get a newer inno setup version in case something changed there. Can't help much more I'm afraid :-(