Hmmm ... I wondered if it was possibly a skin issue (I use Flexile) but when I've tried it on IE8 at home it stays on the thread, so must be a browser compatibility issue (the original behaviour was in IE9).
Don't suppose anyone could do a test merge in IE9 to see how it behaves?
IE 9 was always sending the root path (eg, xenforo.com/community/) through as a referrer for the Ajax stuff. I really don't know why. I fixed it by adding a header to Ajax requests with the current page URL (including hash) for redirect purposes.