You can load the attached dcm file with the current Intel IPP 7 update 5 samples precompiled Picnic.exe.
I just did a retest by redownloading my attached file, and it loads fine on my precompiled Picnic.exe, however, as I wrote above, the precompiled Picnic.exe has a bug that cause the Jpeg2000 decoder to always use 32-bit arithmetic (and with 32-bit it decodes fine, except it is slower), even if you set it to 16-bit in Picnic's user interface, therefore you must first fix the bug in Picnic and then rebuild it to properly reproduce the error. I did this by simply hardcoding arithmetic to 16-bit, and then when loading this Dicom file with an 8u_C1 image encoded with lossy Jpeg2000, you will directly see that the IPP Jpeg2000 decoder fails. It decodes to a faulty image, as you can see in the attached bmp file.
Of course, you don't need to use Picnic to reproduce the error, any code that use the IPP sample Jpeg2000 decoder, just set jpeg2000 param arithmetic to 16-bit and the decode an 8 bpp lossy jpeg2000 image.