IE does not send a referrer header in certain situations. Microsoft has a support article that describes this.
When linking one document to another in Internet Explorer 4.0 and later, the Referer header will not be sent if the link is on an HTTPS page on a page other than HTTPS. The Referer header will also not be sent when the link is connected to a protocol other than HTTP (S), for example file: //, to another page.
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