Check out this link that Brishen pointed out to me (warning: tech-heavy, although potentially interesting to anyone doing web-dev).
To summarize the article, it appears that both IE and IIS have been optimized to work with each other, which would explain why some sites load so fast in IE, and others there’s a definite pause. I suppose the reverse could be true for other browsers (that IIS-run sites have a slight pause).
Odd, but so Microsoftian.