Have not heard of IR docs do this.
It's fairly common in the Interventional Neuro-radiology world. For neurologists going into INR, either a stroke or a neurocritical care fellowship are prerequisites for an INR fellowship. So this neurology -> neurocritical care -> interventional neuroradiology is a fairly common path. Most folks who go down that pathway don't do much if any ICU time though. It's a significant pay cut to spend any time on service in the ICU in lieu of endovascular, makes the endovascular call schedule harder to arrange, and they are already fairly involved with their ICU cases anyway.
I imagine the DR -> IR -> CCM pathway to be quite challenging as I'd think it doesn't provide much exposure to general medicine, resus/physiology, or non-IR procedures.