The reality is Internet Explorer is already on all of our Exchange servers and has been for years. It's natural to want to try and keep it up to date as much as possible, to protect against someone accidentally clicking a link they shouldn't.
And before you say "you shouldn't be clicking a link on your servers", realize we have all done the cut and paste of event log data into a search while logged into a box to see if we can quickly resolve some problem. Also there are links inside of several Microsoft products such as the Event Viewer itself.
So... I personally have installed it on my servers and just accepted the fact that we won't be able to close the EMC w/o killing it or logging off. Honestly it isn't that big of a deal - although it is annoying it hasn't been fixed for some time now.