FormsAuthentication.SetAuthCookie not working in IE but works in other browsers

Just found a fun little “feature” with setting cookies in asp.net.   Apparently there is a restriction when setting a cookie on a domain with an underscore in the name.  Not entirely sure WHY however since it appears that all other browsers do not have an issue. Testing confirms what accessing the site via IP address sets the cookie correctly or using a different domain name for the server.   Just strange.
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