Customizer settings using “for” loop

You are missing _ in add_control paramater: settings.
The settings parameter should be home_features_boxes_icon_' . $i

Full code here:

for ( $i = 1; $i < 7; $i++ ) :

    $wp_customize->add_setting( 'home_features_boxes_icon_' . $i, array(
        'default'           => '',
        'type'              => 'theme_mod',
        'capability'        => 'edit_theme_options',
        'sanitize_callback' => 'esc_html',
    ) );
    $wp_customize->add_control( 'home_features_boxes_icon_' . $i . '_c', array(
        'settings'          => 'home_features_boxes_icon_' . $i,
        'section'           => 'home_features_boxes',
        'type'              => 'text',
        'label'             => esc_html__( $i . ' - Box Icon', 'lucathemes' ),
    ) );

endfor;

On the side note: esc_html is not a sanitization function. Use sanitize_text_field for text fields.

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