I just updated to iOS 9.0.2 direct from iOS 8.4 and this morning (a Sunday) I noticed the alarm icon in my status bar.
I have two repeating weekday alarms, and I thought the previous behaviour was to show the icon if you had a pending alarm on the same day, but now it seems to be present if there are any upcoming alarms active, even if they're days away.
Similarly I thought that if I dismissed a repeating alarm and there were no other alarms active that day, the icon would disappear for the rest of that day. This doesn't happen now.
I see a possibly related unanswered post on Apple Support Communities: Why is the alarm icon showing with no alarm set?
The iPhone User Guide for iOS 8.4 on page 15 says the icon means "an alarm is set", which could mean either really.
Is this new behaviour, or am I misremembering?