ooooooook.. look: you can't control if the status bar is shown in internet explorer or not in an already displayed window, BUT, if you reeally need that status bar you can open a popup,(window.open) this will allow you define parameters of the popup to create, one of those parameters is to show the status bar or not.

Now, what you I would do if opening a popup is out of the question is to create a div imitating status bar behaivor.

So, directly answering your two questions:
What could be the reason?
The reason is the status bar appareance is defined by the client.
What can we do to solve the problem?
Create your own status bar or open a popup.

Have fun!