Filbert,
In short, yes, what you are seeing is expected.
Originally, Pulse used a file-based proxy, but then we noticed that file-based proxy no longer worked with IE 11. As a result, we changed Pulse to use an http-based proxy with IE 11 only. Later (after that fix was released), we realized that there were cases in which earlier versions of IE (including 10 and 9) also did not work with file-based proxies, so we extended the http proxies for earlier versions of IE.
So, I believe that what you are seeing is correct. Let me know if this doesn't make sense.