http://www.w3.org/Protocols/rfc2616/rfc2616-sec7.html#sec7.2.1
Any HTTP/1.1 message containing an entity-body SHOULD include a Content-Type header field defining the media type of that body. If and only if the media type is not given by a Content-Type field, the recipient MAY attempt to guess the media type via inspection of its content and/or the name extension(s) of the URI used to identify the resource. If the media type remains unknown, the recipient SHOULD treat it as type "application/octet-stream".
The Internet Explorer team is holding up their end of the bargain. They are inspecting the content and determining it to be readable text (incorrectly, in this case, although understandably because there's a significant amount of readable text at the start of the file).
CoH2.org is NOT holding up their end of the bargain - the browser should NOT have to fall back to guessing the media type. The fact is that the coh2.org team is breaking the most important protocol on the internet because they're too lazy or ignorant to implement a one-line change.
I have no skin in this game - I don't use coh2.org for replays and if I did I sure as hell wouldn't use IE to do it. I'm just telling you that the problem is not IE, the problem is the laziness or incompetence of the coh2.org team.
When you send content over HTTP you should supply a content-type header. There's no excuse not to do it.