There does not seem to be a clear answer to this question, so I will provide my empirical data as a substitute and provide some ways to work around it. Maybe some MS insider will one day shed some light on this…
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If HTTP Keep-Alive is disabled on the server, this issue goes away. In other words, your HTTP 1.1 server will respond to every Ajax request with a
Connection: Closeline in the response. This keeps IE happy but causes every Ajax request to open a new connection. This can have a significant performance impact, especially on high latency networks. -
The issue is triggered easily if Ajax requests are made in rapid succession. For example, we make Ajax requests every 100ms and then the network status changes, the error is easy to reproduce. Although most applications probably do not make such requests, you might well have a couple of server calls happening right after each other which could lead to this problem. Less chatty keeps IE happy.
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It happens even without NTLM authentication.
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It happens when your HTTP keep-alive timeout on the server is shorter than the default (which defaults to 60 seconds on Windows). Details provided in link in question.
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It does not happen with Chrome or Firefox. FF sends one packet so seems to avoid this issue altogether.
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It happens in IE 6, 7, 8. Could not reproduce with IE 9 beta.