Another IE surprise
I googled the problem and found this thread. It perfectly explains the problem - the usage of createStyleSheet. The solution is not very elegant, but I think it solved the problem. I opened ckfinder.js and found the following code:
Message: Not enough storage is available to complete this operation.
Which means that the editor checks if this method is available and then uses it. So I edit the line to:
Of course the best option is to reduce the number of the css files that are loaded in the page.