Hi dasmokedog, welcome to the forums.
I've noticed the exact same, only when a hard-shutdown is performed (switch off/unplug machine). It could be a security feature of IE to stop any threats which could have cused the shutdown in the first place. There are various security settings, 1 of which is 'Enable memory protection to help against online threats'.
I think the 'Delete browser history on exit' may have something to do with it, but IMO it's better to be safe than sorry. Also, you can set up IE to save your fav page data even if the 'Delete browser history' is checked.