That’s right, by default HSRP disables ICMP redirects but since IOS 12.1(3)T you can enable it.
ICMP redirects are used when a host uses a router as its default gateway while there is a better path. For example, let’s say we have a subnet with one host and two routers; R1 and R2.
R2 has a default route to the Internet, R1 has a default route to R2. When the host uses R1 as its default gateway then R1 will send ICMP redirects to the host to tell it to use R2 instead.
When you would redirect hosts away from your HSRP routers then there’s no point using them…that’s why ICMP redirect is disabled by default.
You can enable ICMP redirect for HSRP with the “standby redirect” command but if you require this, it would be wiser to check your design and make some changes so you don’t require this…