The new tab page usually shows sites that have been visited the most from a history stretching back a long way; periodically IE9 'forgets' the pages that have actually been visited the most over time and shows only sites that have been visited today. Closing these icons for sites that have only been opened once today does not return the previously-most visited site icons - it eventually just shows blank icons. Losing the activity history like this makes the feature nowhere near as useful as it ought to be.
At least on this occasion IE9 has also lost all my saved passwords and cookies; this appears to be a bug that empties the entire local store. fix please!
There is no option below to say this occurs in IE9 final RTW, but it does.