Many of these people don't care about "support" from Microsoft. They care about compatibility with some piece of mission critical software, whether it's a DOS-based app, an old FoxPro database that won't run on a newer release (compatibility mode what?), or an ancient version of Peachtree that can't be upgraded without going through ten intermediate versions.
Or, for a significant number of businesses, support for some expensive custom hardware that came with a software package that runs on (for example) Windows XP, but doesn't work because of the device driver architecture changes on Windows 7. The odds of places like that upgrading just to get a new version of IE are approximately zero, and even less if part of that software solution actually uses IE specifically.