Security researchers have discovered a previously unreported zero-day attack that targets U.S. government nuclear weapons scientists and researchers. Microsoft has warned Internet Explorer 8 users to upgrade to a later version of the browser, as the potentially affects at most one-quarter of all IE users.
I bet that they still run Windows XP to make sure that their software is still compatible with the OS and IE. The problem with using IE9 and IE10 is that some of their browser plugins don't work anymore, and OS migration is time consuming. MS still supports IE8 so hopefully they patch it up quickly.