Good find and thanks for sharing. I ran into this exact behavior in my app about 6 months ago. Took me a while to figure it out.
P.S. A U realy girl?
This also is a problem if your default.aspx does something like redirect you to a login page. If that login page automatically clears session state (just for saftey) then once you log in to a page, it'll send that other request which ends up logging you out.
This is an IE bug that I have seen in IE8 and 7. FireFox does NOT have this problem; it's smarter. If src="" then there obviously isn't going to be any image to get!