We have already answered your question in the support thread but still here is the answer:
The problem is related strictly to IE and the response header which is set by your web server. In order the PDF file to be opened the Cache-Control should not be set to no-cache
as the file should be 'cached' somewhere in order to be opened later. For more information, please check the Internet Explorer file downloads over SSL do not work with the cache control headers
KB article from Microsoft which explains the problem in detail. The behavior is reproducible both w/ and w/o SSL. When our response from the report viewer's http handler is formed it is explicitly set to HttpCacheability.Private so it gets somehow overridden afterwards by your system. You can check our online demos
as a proof.
the Telerik team
Do you want to have your say when we set our development plans?
Do you want to know when a feature you care about is added or when a bug fixed?
Telerik Public Issue Tracking
system and vote to affect the priority of the items