Embedding ICU data and converting it into a c file which can be compiled directly into a static library will fail to be used when using ICU for WinUWP. ICU does not include the code paths for reading from memory and fails to load data as it tries to look for local resources only. WinUWP has the ability to support this but there are ifdefs that appear to prevent it. There is also no enum value for specifically reading from memory only.
For our product, packaging the data was done https://github.com/Esri/icu/commit/6b7bc8a4fe951747520df3a2547650994c47a1b6 using the genccode tool. To enable WinUWP to use the embedded memory, some ifdefs were disabled on our build https://github.com/Esri/icu/commit/545e3ad2cae6a7b1addcc4a4b50b36f678a8aff0 as a workaround.