What's with the strange behavior of IE?

Question

Internet Explorer

I tested the site in different browsers, everything opens normally, and IE tripled the real circus!)
The site address is: mebel-therapy.dom-pc.ru
If you enter it in IE11, then a request for some kind of idiotic and unprecedented confirmation pops up from below the following content: "Do you want to open or save mebel-therapy_dom-pc_ru from mebel-therapy.dom-pc.ru? " (Note that he replaces dots with underscores in the first address for some kind of goblin). And then three buttons: "open", "save", "cancel". And none of them work. The site, of course, does not open in the end. What is this joke??
Further, when you try to enter the address through a search query, removing http:// and .ru, he starts to become paranoid in general, he shouts something about suspicious traffic, slips a captcha that cannot be passed (each time he slips new pictures and it doesn’t work) farther).
And such garbage only with this site. Maybe, of course, something with the site itself, but neither other browsers nor the antivirus swear. Has anyone experienced this?