Internet Explorer Local Files not working for 1.10.13+

I have a problem with using DataTables in IE when opening it up locally: https://codepen.io/MadBoyEvo/pen/zYYoxzp

This code works fine in Chrome/Firefox and IE when used locally (as in from file path).

Now when I change this line:

        <script src="https://cdn.datatables.net/1.10.12/js/jquery.dataTables.min.js" type="text/javascript"></script>

to

        <script src="https://cdn.datatables.net/1.10.13/js/jquery.dataTables.min.js" type="text/javascript"></script>

or higher it will stop working in IE (but only locally) and continue to work in all other browsers.

What changed? Why does it happen? I get no errors.

On the other hand, I have this example: https://codepen.io/MadBoyEvo/pen/XWWNJeV which works fine locally even with

<script src="https://cdn.datatables.net/1.10.20/js/jquery.dataTables.min.js"></script>

Do you see anything specific that I'm missing?