This is interesting, but falls just short of explaining what's going on. Why does UDP work for ICMP? What does the final packet look like, and how is ICMP different from UDP? None of that is explained, it's just "do you want ICMP? Just use UDP" and that's it. It would have been OK if it were posted as a short reference to something common people might wonder about, but I don't know how often people try to reimplement…
I think that this article gets terminology wrong. It's not UDP socket that gets created here, but Datagram socket. Seems to be bad API naming in Rust library.