IE 11 not sending cookies in requests

This seems pretty straightforward but I cannot understand why IE11 is refusing to send cookies to my web app.

I have set the privacy controls to accept all cookie. In the dev tools when I trace the network requests I can explicitly see the cookie in the 'Cookies' section of the dev tools, so I know IE is aware it should be sending a cookie, but on subsequent requests it fails to include the cookie info. 

Here is a network trace of the issue. Can anyone help me understand why IE will not send the cookie that is being set by the server?

thanks

-----request
GET /login?jwt=login-token-here HTTP/1.1
Accept: text/html, application/xhtml+xml, */*
Accept-Language: en-US
User-Agent: Mozilla/5.0 (Windows NT 6.1; WOW64; Trident/7.0; rv:11.0) like Gecko
Accept-Encoding: gzip, deflate
Host: dlmstudio_stage.jit.su
Connection: Keep-Alive
Cache-Control: no-cache

-----response asking IE to set a cookie
HTTP/1.1 302 Moved Temporarily
x-frame-options: DENY
x-xss-protection: 1; mode=block
x-content-type-options: nosniff
x-download-options: noopen
location: /
vary: Accept, Accept-Encoding
content-type: text/html; charset=utf-8
content-length: 58
set-cookie: connect.sid=s%3Asejiw-5aF-_HUIcXPUP1wWygk2R722i5.EhyfljWccqb28iYrblehjfrKSwvWkr2Kk7B7Z8; Path=/; HttpOnly
date: Wed, 29 Oct 2014 18:34:48 GMT
connection: keep-alive

<p>Moved Temporarily. Redirecting to <a href="/">/</a></p>

-----request with IE not sending the cookie
GET / HTTP/1.1
Accept: text/html, application/xhtml+xml, */*
Accept-Language: en-US
User-Agent: Mozilla/5.0 (Windows NT 6.1; WOW64; Trident/7.0; rv:11.0) like Gecko
Accept-Encoding: gzip, deflate
Host: dlmstudio_stage.jit.su
Connection: Keep-Alive
Cache-Control: no-cache