Yeah, it'll likely be caused this setting being set to 'disable':

Either that or their firewall is set to block web fonts.

From what I understand it's a pretty big job to change all the icons in the theme from font to image or .svg - it's typically easier to persuade the client to update their IE settings (usually fairly straightforward in a corporate environment) - or use a different browser.

I did hear from the folks who are working on it that Adapt v5 will contain some improvements to make it easier to switch from using fonts for icons to .svg.