Do they do the same if you download Firefox? I remember using IE exclusively to download FF immediately after installing XP, Win 7, 10 or whatever it was.
At least there's a route to use Microsoft's browser and other software they bundle to get another browser on the system.
I remember on the classic Mac, Apple didn't bundle a decompression program for quite some time. Files on the Mac didn't just consist of a single lump of data, but could also have a resource fork, which had structured data. Executables were a format that had to have data in that resource fork. Which meant that you had a boostrapping problem -- you had no executable on the computer that could download and reconstruct a usable executable, so you first needed to obtain -- on some form of removable media -- software, like Stuffit Expander or similar -- capable of constructing an executable from downloaded data.