How to test local sites in Metro IE10?
This feature appears to be by design, as explained in this blog post: http://blogs.msdn.com/b/ieinternals/archive/2012/03/23/understanding-ie10-enhanced-protected-mode-network-security-addons-cookies-metro-desktop.aspx
One way to deal with it (works for me), is to manually add the site to the Local Intranet.