We have had difficulty obtaining the requisite permissions from the publisher. The ICM2014 website has the Legal Disclaimer: "The Seoul ICM Organizing Committee, the legal copyright owner of the articles in the proceedings, hearby grants unlimited noncommercial download and use of the articles." This is not sufficient for our purposes. The most recent communication with them was this week. (Note: I'm the person @DanRamras wrote to.)
Update (2018.02.22). We have now received permission from the publisher, as well as physical copies of the proceedings. The papers are now in the database and available in MathSciNet. Further processing (such as reviews) is still to come. See ICM2014, Volume I, ICM2014, Volume II, ICM2014, Volume III, and ICM2014, Volume IV.