http get request using ie11 no longer use / call “connect” from WinInet API

I'm writing an application to intercept WinInet API call on IE11 (Windows 7 SP1).

When I tried Http Get request on IE11, and monitors the WinInet API call using the "API Monitor" tool, notice that IE11 no longer use/call the "connect" WinInet API to establish the Tcp connection.

Any idea why is that so ?