How to get an authorization dialog for CORS resources with IE11?

I'm using an xhr object to POST x-www-form-urlencoded data to a CORS-enabled servlet that is protected with container-managed HTTP Basic authentication.

On the first connection, I'd expect the browser to open an authorization dialog: clicking on 'Send Request' with the following setup at test-cors.org works as expected in Firefox 33, Chrome 37 and Safari 8.

No dialog appears instead with Internet Explorer 11: am I missing something? is this a bug? If so, are fixes/workarounds available?

[sorry, unverified account => no links allowed…]

client.cors-api.appspot.com/client#?client_method=POST&client_credentials=true&server_enable=true&server_status=401&server_credentials=true&server_tabs=local&server_response_headers=WWW-Authenticate%3A%20Basic%20realm%3D'Test!'

Client

    HTTP Method: POST
    With credentials? true

Server / Local

    Enable CORS? true
    HTTP Status: 401
    Allow Credentials? true
    Response Headers: WWW-Authenticate: Basic realm='Test!'