Using IE9 running in compatibility mode, the "Exit activity" or any links to other courses or the Home link does not record/update the grade of the SCORM package.
A workaround for this is to click on the "Back" button of the browser twice then refresh the page.
I've tried displaying the SCORM package in a new windows and it didn't work.
Everything it working fine with Chrome & FF.
Just a note to consider, If I can adapt with this workaround, I wouldn't have posted this, so nobody ask me to, please.