Generating PDF, error with IE and HTTPS

I am streaming a PDF to the browser in ASP.NET 2.0. This works in all browsers over HTTP and all browsers except IE over HTTPS. As far as I know, this used to work (over the past 5 years or so) in all versions of IE, but our clients have only recently started to report issues. I suspect the Do not save encrypted pages to disk security option used to be disabled by default and at some point became enabled by default (Internet Options -> Advanced -> Security). Turning this option off helps, as a work-around, but is not viable as a long term solution.