I found out that the purple color in IE came from a Sharepoint Stylesheet, setting the color for "a:visited". I created a custome style with a:visited and applied it to the editor and it works well now. I just hat to set the style also to "a:link" in order to have the same output in firefox.
.editorStyle a:visited, a:link
It seems that IE uses the last entry set for a:visited, while firefox uses a:link.