I think you pretty much nailed it... The program uses IE to show the page with the link in it, and so it uses IE to open that link.
It's the same reason that EQ2 opens links in IE instead of your chosen browser when using Launchpad... the content is based on IE, and so IE likes to always use itself, no matter if yuo don't actually want to use it or not...
I hate ANYTHING browser specific. Standards are there for a reason... ever notice that many websites display differently in IE than in others, and that some stuff works ONLY in IE? It's because IE decides to both render things as it likes to, and also make special little 'nifty' things... that aren't part of any standard, and as such only work in that browser.
</ie_based_rant>
