I'm afraid I don't know. I'm able to load various views that contain a SearchControls module, in IE9 just fine. This is both with and without ie9's compatibility mode turned on. I can't see any problem at all and the dashboards are loading fine with no errors.
Which means it's probably something else going on in the view - like maybe a layoutPanel problem. Or possibly there's a bug that only comes up if the SearchControls module is configured a certain way.
Can you send me the XML of the entire file at nick [at] sideviewapps.com or post it to pastebin? I'll investigate further and update my answer here.