In a controlled, windless environment, icicles can be formed vertically, similar to stalactites in caves. Wind blowing the water at the tip away from the center just as it freezes is my best guess for the cause of this.

Perhaps the side closer to the house is warmer and freezes slightly slower this would lead to the uneven growth of the icicle making it point in towards the house.

Maybe they do so because of the effect of wind. Wind will always blow towards the wall. There is no way wind can originate from the walls of the house to negate the slant of the icicle.

Get a flat surface, like a flat cookie sheet with no edge or a cutting board, and hold at an angle over your sink. Pour some water , not much, (only enough to maintain a stream as thick as a apencil), down the cutting board into the sink. Most of the water just falls over the edge into the sink, but notice that some of the water will drip back behind the board/cookie sheet. I dont know ift his could be used to explain why icicles hang at an angle to the house. Another though; many icicles are attached to the snow and maybe the partially attacked to the house. As the snow shifts down the roof, it may push the top of the icicle, changing the angle, and the icicle may freeze premanently like that because the dripping water doesnt fall from the top, but instead sliding down and strengthenning the bond to the side of the roof. I don't really know about this though.

Since the side (of the icicle) near the building is warmer and (probably) less windy, perhaps moisture collects there, mostly, and therefore ice forms there, mostly.

The phenomenon is caused by surface tension - the water tries to adhere to the sloped back "underside" of the roof before gravity takes over and breaks the surface tension. You can observe the effect by dripping a little water down one side of a thin flat piece of wood or metal held vertically, if you can get a water drop to cling to the edge look closely -the water drop will "wrap" back up around the other side equally. Freeze it in place and add another drop of water and it again tries to wrap itself around the frozen drop. Now, repeat the experiment hold it almost flat with just enough slope so that water will flow down and drip off, and there's now more surface , and at a lessor angle, "under" the sheet than on the edge - the water drop will try to climb back up under the sheet (or roof line). As it freezes and the process continues the icicle it forms tends to climb up under the roof slightly, at least at first, looking like it's bending toward the wall (you can see it also occur without any walls, so rule out the wall playing a role). The longer it gets the straighter it gets, but at first it's "bending" up underneath the roof, and depending on the melt/flow/freeze conditions can continue to build up more on the underside of the roof line than straight down. Water that travels down the front of the icicle moves quickly with gravity, it's steep - but water that, through surface tension, spreads around the surface toward the back freezes there building thickness and so the icicle seems to curve in the opposite direction of the angle of the roof. Hope this helps..

With the amount of snow this area (Wisconsin) is getting this year, it seems icicles are forming everywhere. There are many areas that the icicles are curved and appear to be sliding off metal roofs. What In the world would make them curve? The answer is simple: Gravity. Yes, gravity. We are all familiar with the flow of ice. Glaciers are a perfect example. Ice is very brittle when (for example) one attempts to bend an icicle rapidly. However, when force is applied gently and over a period of time, the ice will bend. Ice creaping down a roof will become unsupported by the edge of the roof and start to bend toward the ground by force of gravity. Over a period of days and nights while the ice progresses off the side of the roof gravity acts on the newly unsupported portion of the ice. The center of mass at any given time is directly over the edge of the roof. There are also examples of straight icicles pointing to the side of the build. The explanation is simple. The icicles were formed straight down then the ice dam slid down so that a portion of the dam is over the edge of the roof. It bends more rapidly than the straight icicle. Still the center of mass is directly through the center of the ice from the edge of the roof. I have seen photographs on the web of ice coming off a steel roof and making one full curve and pointing to the ground again.