I know because I am debugging a stupid, stupid IE only issue and I have to use a combination of Chromes debugger and judicious use of the console/repl in IE.
You can't even inspect an element that was added in code in IE.
If it isn't, can you demonstrate where IE9 is objectively better than Chrome or Firebug? Because I can do the opposite. As a quick example, IE9 won't let you inspect elements inside of an iframe dynamically generated with JavaScript.
In fact the console in general is still garbage, they improved support for the console API but still only handles barely half of it (no group/groupEnd, no time/timeEnd, no count, no trace, ...); the console does not understand (and is useless for) DOM objects (let alone jQuery objects); console API calls refuse to link to their source line; ...
Then there's the DOM inspector which will fail to display JS-generated DOM[0] and provides no way to edit the DOM live (beyond attributes, woot, attributes) (let alone put inspectors/breakpoints on DOM changes) and provides no way to see what events are bound on a node, or the network log which is a mess of useless tabs and the last network log to not know about JSON, or the javascript source/debugger which provides no way to jump to a given line (let alone a given function) and takes pain to split all useful information across 5 different tabs to ensure it's never possible to eyeball the situation you're in.
And that's 5mn into opening the thing. God, I can hardly believe somebody would state IE9's debug tools are good, they're not even remotely a match for Dragonfly, let alone Firebug or the WDT/CDT.
[0] super awesome when combined with applications which generate all of their DOM via code.
What the hell are you doing with iframes? Sounds like a hack job.