There are no probems at all:

Thanks for testing. Can anyone try with Intel/Mesa? This configuration doesn't work for me.

Xorg X11 Intel video driver: 2.99.917
Mesa (jnc. Vulkan): 20.2.6

warn: D3D11CoreCreateDevice: Adapter is not a DXVK adapter
info: Game: Icarus.exe
info: DXVK: v1.7.2
info: Built-in extension providers:
info: Win32 WSI
info: OpenVR
warn: OpenVR: Failed to locate module
info: Enabled instance extensions:
info: VK_KHR_get_surface_capabilities2
info: VK_KHR_surface
info: VK_KHR_win32_surface
info: D3D11CoreCreateDevice: Probing D3D_FEATURE_LEVEL_11_1
info: D3D11CoreCreateDevice: Using feature level D3D_FEATURE_LEVEL_11_1
info: Device properties:
info: Device name: : Intel(R) HD Graphics 530 (SKL GT2)
info: Driver version : 20.2.6
info: Enabled device extensions:
info: VK_EXT_4444_formats
info: VK_EXT_custom_border_color
info: VK_EXT_depth_clip_enable
info: VK_EXT_extended_dynamic_state
info: VK_EXT_host_query_reset
info: VK_EXT_robustness2
info: VK_EXT_shader_demote_to_helper_invocation
info: VK_EXT_shader_stencil_export
info: VK_EXT_shader_viewport_index_layer
info: VK_EXT_transform_feedback
info: VK_EXT_vertex_attribute_divisor
info: VK_KHR_create_renderpass2
info: VK_KHR_depth_stencil_resolve
info: VK_KHR_draw_indirect_count
info: VK_KHR_driver_properties
info: VK_KHR_image_format_list
info: VK_KHR_sampler_mirror_clamp_to_edge
info: VK_KHR_swapchain
info: Device features:
info: robustBufferAccess : 1
info: fullDrawIndexUint32 : 1
info: imageCubeArray : 1
info: independentBlend : 1
info: geometryShader : 1
info: tessellationShader : 1
info: sampleRateShading : 1
info: dualSrcBlend : 1
info: logicOp : 1
info: multiDrawIndirect : 1
info: drawIndirectFirstInstance : 1
info: depthClamp : 1
info: depthBiasClamp : 1
info: fillModeNonSolid : 1
info: depthBounds : 0
info: multiViewport : 1
info: samplerAnisotropy : 1
info: textureCompressionBC : 1
info: occlusionQueryPrecise : 1
info: pipelineStatisticsQuery : 1
info: vertexPipelineStoresAndAtomics : 1
info: fragmentStoresAndAtomics : 1
info: shaderImageGatherExtended : 1
info: shaderStorageImageExtendedFormats : 1
info: shaderStorageImageReadWithoutFormat : 0
info: shaderStorageImageWriteWithoutFormat : 1
info: shaderClipDistance : 1
info: shaderCullDistance : 1
info: shaderFloat64 : 1
info: shaderInt64 : 1
info: variableMultisampleRate : 1
info: VK_EXT_conditional_rendering
info: conditionalRendering : 1
info: VK_EXT_4444_formats
info: formatA4R4G4B4 : 1
info: formatA4B4G4R4 : 0
info: VK_EXT_custom_border_color
info: customBorderColors : 1
info: customBorderColorWithoutFormat : 1
info: VK_EXT_depth_clip_enable
info: depthClipEnable : 1
info: VK_EXT_extended_dynamic_state
info: extendedDynamicState : 1
info: VK_EXT_host_query_reset
info: hostQueryReset : 1
info: VK_EXT_memory_priority
info: memoryPriority : 0
info: VK_EXT_robustness2
info: robustBufferAccess2 : 1
info: robustImageAccess2 : 1
info: nullDescriptor : 1
info: VK_EXT_shader_demote_to_helper_invocation
info: shaderDemoteToHelperInvocation : 1
info: VK_EXT_transform_feedback
info: transformFeedback : 1
info: geometryStreams : 1
info: VK_EXT_vertex_attribute_divisor
info: vertexAttributeInstanceRateDivisor : 1
info: vertexAttributeInstanceRateZeroDivisor : 1
info: Queue families:
info: Graphics : 0
info: Transfer : 0
info: DXVK: Read 4 valid state cache entries
info: DXVK: Using 2 compiler threads
warn: winevulkan detected, disabling exclusive fullscreen support
info: Presenter: Actual swap chain properties:
info: Format: VK_FORMAT_B8G8R8A8_UNORM
info: Present mode: VK_PRESENT_MODE_IMMEDIATE_KHR
info: Buffer size: 960x540
info: Image count: 3
info: Exclusive FS: 1
info: Presenter: Actual swap chain properties:
info: Format: VK_FORMAT_B8G8R8A8_UNORM
info: Present mode: VK_PRESENT_MODE_FIFO_KHR
info: Buffer size: 960x540
info: Image count: 4
info: Exclusive FS: 1

Are you sure it's not just the Moiré effect from some sort of scaling?

Nope, see the plane's flame from my screenshot :)

Hmm, seems like the demo has been updated. I now have options on the title screen and more graphical effects that weren't there before. More significantly, the artifact lines have gone as well. Not sure if it's worth keeping this bug report open. Unfortunately I don't have the old version of the demo any more.

Since the op's issue seem to have been fixed i think this one can be closed.
On my amd setup i can't reproduce this exact issue with the thick black lines. Also using dxvk on windows it looked the same as native.

The scanlines do look different in windowed mode than in fullscreen which doesn't seem to be an issue on windows.

But this seems to have nothing to with dxvk and more how the window is resized a bit compared to windows as you can see from the black side bars which aren't present on windows. When i first open the game in windowed mode it will be stuck in the left top corner of my screen and look correct, but when i pull into the center it will resize a bit.
This is on Wayland/X11 KDE desktop.

Tldr i think this can be closed.