I have similar problem. I noticed that one of the login page on my web site(using ASP.net 4.0 on Windows Server 2012, my test machine) will succesfully login and respond the AUTH cookie back to client, but IE10 will not send AUTH cookie in the next request, cause the client being redirected back to the login page. And after I set the browser mode to IE 8, the problem is gone. Then I found this post.
It's been a long time since the hotfix is released(I've seen this becasue another problem), I don't understand why Microsoft doesn't release this as an critical update, since it would cause many ASP.net websites to malfunction in IE10 and later.
EDIT: I can not install the update on Windows Server 2012 x64. How to modify the schema manually?