Interestingly, Wine uses a customised gecko engine for their IE implementation and it works, more or less, with Steam. Not sure exactly which side of the argument that ties into, but it's interesting nonetheless.
The Gecko Engine emulates the IE API to some degree. I would opt ( from my point also just a guess ) for IE integration though. Would not be the first game which does this ( and the others I know for sure that they tie into IE as it's stated by the developer ). How much this is a problem though is another question. Wine can emulate it to some degree so it should not be fatal.