OK guys I got it to work just now and as a bonus I do have a hint for Scirra devs and web devs in general.
Looks like if you try to write something to the debug console but the developer tools isn't running in I.E., then bad stuff happens.
In my case, I had a facebook object in the project, unused and not initialized. This was causing some warning to be written in the console. I removed the useless object, no more warning, I.E. properly loads.
As another hint, some time ago I encountered a very similar bug (on a business project, not involving games), which was very difficult to figure out. Seemed like it would "randomly" work on some computers and not on others (mostly not working on customers' computers, working on devs' computers - with exceptions). It was on Firefox then. Turned out, if you had Firebug installed it would work, otherwise not. We removed the Console warnings, or added some check for the console object being present (can't remember which of the two) and it started working for everybody.
Hope this will help someone in future, or perhaps even help fixing this bug.