The issue is reproducible and I will make sure to log it in our backlog for fixing. It is due to the rendering of the decorated select element and the way IE misbehaves when working with anchor tags. Still there is a workaround that you can incorporate in the meantime. Make sure that the following script is part of the page:
select = $get(
decoration = Telerik.Web.UI.RadFormDecorator.getDecoratedElement(select);
This approach would prevent the select decoration from performing the default behavior, which in the case of the anchor tag is to leave the page, thus forcing the beforeunload.
Hope this helps.
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