IE Mode has unresolved bugs in tabbed mode, that's why!
When you trigger a file download using Edge in IE Mode as a tab, it runs through Edge's engine not IE's. This includes which cookie jar it uses. So, when you're a sysadmin like me who has to implement seamless support for your security-fixes-only document management system which relies upon ActiveX controls, you need Internet Explorer itself. If you don't, file downloads no longer work as intended because the DMS doesn't see the user as logged in when performing downloads.
Until simple design issues like this are resolved in IE Mode, one needs the compatibility option of having Edge spawn an actual Internet Explorer window for legacy sites. This is to cater for users clicking on links which reference the DMS in emails, to allow Edge to be the default but spawn IE automatically as appropriate.
Thankfully, Microsoft now offers the reverse option of having IE spawn Edge for any websites which have not been whitelisted by GPO, closing off the loophole of people using Internet Explorer to actually browse the Internet through links within the DMS.