However, this is caused by a non-standard header being added (by your web server/reverse proxy) along with a limitation of XF. XF writes all avatars out with a ".jpg" extension regardless of actual type. (From a time when we forced all avatars to JPG.) This server is adding a X-Content-Type-Options: nosniff header. The image in question is a PNG, which causes IE to not display it. IE implements this header more strictly than other browsers (https://github.com/whatwg/fetch/issues/395).
To resolve this, you'd need to prevent that header from being added to at least the image requests.