The issue is that the menu UI is deliberately lining up the text of all of your menu items. If none of your menu items had icons nor checkboxes, then none of them would have any space on the left for icons or checkboxes, either.
Personally, I wouldn't want to change this. If you did figure out a way get rid of the "wasted space" next to your menu items that don't have icons, then your menu would have a jagged appearance. If you changed this, then someone reading the menu would have to adjust to the fact that the left-hand baseline keeps changing as their eyes move down the menu list.
So, my advice would be either to get rid of all the icons or just to be happy that all of the menu items' text labels are vertically aligned with one another.