There are "some" websites that will auto-close for me. However, only when I go to them after clicking on the link when searching using Cortana. If I quickly "bookmark" the site, close the Cortana search results, then open IE myself, open the bookmark, then it won't close.
I notice this only happens on certain sites, like ibtimes and some others. Not every site will auto close.
I can also guarantee it isn't related to connection speed, because I've been on 256Kbps and up to 90Mbps, and the same websites will still always close at the same time under the same circumstances. It's almost like they are on a timer, because no matter connection speed, once the page initially loads, you can almost set your watch to it before it closes. Probably a bad JavaScript timer command on some of the offending sites.