I had the same problem and I think I just solved it.
Check if your PDF file is named as non-alphabet(non English) name.
If so, rename it in English.
My PDF had originally Japanese characters. When I upload this file with foreign characters to media library on WordPress, it gave me URL of this pdf file with a bunch of “%%%” because I think it doesn’t understand Japanese. Once I changed the name and resaved it, it should show just fine with IE.
I hope this will help.
