But only for uncached resources - see Eric Lawrence's comment:

“Internal to Trident, the download queue has “de-duplication” logic to help ensure that we don’t download a single resource multiple times in parallel.

Until recently, that logic had a bug for certain resources (like CSS) wherein the schema-less URI would not be matched to the schema-specified URI and hence you’d end up with two parallel requests.”

http://www.stevesouders.com/blog/2010/02/10/5a-missing-schem...

You could use a resource loader if you really cared but with IE8 under 10% and dropping I'd recommend keeping your site clean and maintainable – anyone using IE8 at this point is used to the web being slow and ugly so something like this will be the least of their worries.

IE certainly has strangest of bugs.

You really care about that? Well, relative URLs (and maybe using a basename meta tag) might be a workaround. But seriously, I wouldn't care about these Microsoft's bugs.

If this is a concern, you've made some very poor decisions.