It is good to load SOF online in JTAG mode. But when I load JIC, but cannot load，why?

Do you have the altserial_flash_loader module instantiated in your top level source file?

If you do, and after you load the SOF file, you should see TWO JTAG devices on your chain, the FPGA, and the EEPROM.

If you only still see the FPGA you probably don't have the EEPROM interface module present/configured, or your EEPROM circuit wiring is incorrect.