its the way that Windows sort of plugs into MSIE that sorts out some of the windows update stuff. Also the Windows Update software is only written to work with MSIE, this is possibly to prevent other operating systems from downloading windows updates, though I not sure what effect that would have
...or perhaps a change in the browser's user agent? Not sure how WU detects whether the browser is IE or not.
Of course, it wouldn't work with browsers that don't support ActiveX, but that's doesn't apply here.