>Apparently there are reported issues with this. Recommendation from MS is:
>
>- Reset everything to defaults
>- If that doesn't work, uninstall and reinstall.
>
>I found this thread http://answers.microsoft.com/en-us/ie/forum/ie10-windows_7/internet-explorer-flashes-and-disappears/9eca1369-c511-49cf-b1fe-3a675d8103cf

It is in fact interesting. So, at least, someone else also has this problem. In my case, it was installed manually but Windows updates after that might have triggered this unexpected situation. I'll wait for more updates. If this doesn't resolve, I'll reinstall. It happens on occasional basis only and closes a window, out of 12 for example, when there is a long period of inactivity on the PC.