Yes, QCAD is different in this respect. In a CAD, typing LI is much more convenient, faster, easier to remember and yields more combinations than for example Command-L.
Unfortunately, Mac OS X does not support such two stroke key codes which explains the menu look on Mac OS X.
Note that menu entries under Mac OS X almost never have icons (Finder, iTunes, Preview, ...) which is why we don't use icons either for QCAD on Mac OS X. This might be configurable in the future.