IE9 and MathJax v2.0 were both released the same day. The IE9 beta versions all had trouble running MathPlayer, so MathJax disabled MathPlayer for IE9 because we weren't sure the release version would work with it. It turns out that it does, but we didn't know that at the time.
We are planning a bug-fix update next month, and MathPlayer will be enabled for IE9 in that version. If you really want it today, you can check out a developer copy of MathJax that has the IE9 support (if that's what you want to do, I'll give you the details).