If you don't have non-ASCII characters (codepoints 128 and above) in your file, UTF-8 without BOM is the same as ASCII, byte for byte - so Notepad++ will guess wrong.
What you need to do is to specify the character encoding when serving the AJAX response - e.g. with PHP, you'd do this:
header('Content-Type: application/json; charset=utf-8');
The important part is to specify the charset with every JS response - else IE will fall back to user's system default encoding, which is wrong most of the time.