IE has some limits when handling the "Font Format". It actually uses localized strings to retrieve the current format value. This makes it very difficult to make a system that works on every single computer in the world.
With FCKeditor, this problem impacts in the "Format" toolbar command that doesn't reflects the format of the current cursor position.
There is only one way to make it work. We must localize FCKeditor using the strings used by IE. In this way, we will have the expected behavior at least when using FCKeditor in the same language as the browser. So, when localizing FCKeditor, go to a computer with IE in the target language, open this page and use the following string to the "FontFormats" value:
FontFormats : "",