De acordo com o Site de suporte do MS isso tem a ver com as configurações de segurança no IE11:
1.Open Internet Explorer
2.Click on Tools at the top and select Internet Options
3.Click the Security Tab
4.Click Local Intranet
5.Click Sites
6.Click Advanced and all of the intranet sites will reappear in the websites box, make sure there is a check box in the Require server verification box
7.Click Close
8.Click Ok
9.Click Ok [done]