Firefox and IE has always updated their window captions. It's not something they do for the volume mixer. (They did it before Windows had per-app volume mixing.)
You get the window caption, including updates, in the volume mixer for free unless you do something to override it.
Internet Explorer seems to be overriding the default behaviour so that it always displays "Internet Explorer" instead of the window caption. Not sure if it's on purpose (e.g. due to worries that a web page may have a confusing caption, perhaps) or by accident (perhaps due to the way Flash and/or tabs are hosted within IE or something; e.g. the process producing the sound may not be the same one that owns the top-level window).