Why doesn't CORS work in Internet Explorer 11?

Question

JavaScript

Good evening.
I send a normal xhr request to the domain. An OPTIONS request is correctly sent, but the response to this request is zero content, status 0, and the response headers are also empty. I can't even see what the server replied. In console:

SEC7118: XMLHttpRequest для https://api/url требует Cross Origin Resource Sharing (CORS).
SEC7119: XMLHttpRequest для https://api/url требует предварительный запрос CORS.
SCRIPT7002: XMLHttpRequest: Сетевая ошибка 0x80070005, Отказано в доступе.

The protocol of the site is HTTPS, but the certificate is self-signed and IE swears that it contains errors.
What could be the reason for this behavior with XHR? In all other browsers everything works correctly. Could a self-signed certificate be the cause?