Why doesn't IE 11 give cookies for a remote js file on a different domain?

Question

PHP

A very interesting situation that only works in IE 11.
There is site1.ru, I set cookies:
setcookie('code', 'secret', time() + 3600 * 24, '/', 'site1.ru');
Everything is fine, when you open site1.ru IE gives the cookie.
Now on site2.ru in HTML code:

<script type="text/javascript" defer="defer" src="http://site1.ru/script.js?_t=1254327162"></script>

IE when requesting " site1.ru/script.js?_t=1254327162 " does not pass the cookie! The information is accurate, I checked the headers with which IE breaks, cookies are definitely not among them.
Help me please.

Answer 1

Browser Options - Security : XSS Filter Off ?
data transfer between domains - allow?