No matter the nbt used, crossbows will not display as loaded in advancement icons. The nbt I'm specifically using is
{tag:{ChargedProjectiles:[{id:'minecraft:arrow',Count:1b}],Damage:0,Charged:1b}}though I've tried other variations in the past and they haven't worked. Other users have also confirmed to me that they haven't been able to get it to work.
I've attached a test datapack for this: