Only because my clients do...
I run IE8 to 9 on my honeypot lab, and on a fully updated Windows machine, I'm always surprised on how many even zero day threats are stopped by the various protections included in Internet Explorer - it has become a hassle to test security software now, because 85% of either the file or sites are blocked by one or the other processes/filters of the IE browser.
In fact I found a tip on Remove Malware(dot)com that suggested using junk email accounts full of spam for loading more effective threats!