Close button causing problems in Internet Explorer

I have a SCORM package that gets distributed to many different customers for them to put on their own LMS; it also gets put on our Moodle site. I've noticed if the SCORM is embedded in the LMS, it causes some problems, mainly on Internet Explorer. When a user gets to the end of the SCORM there is a close button, and when the package is embedded in an LMS and accessed through Internet Explorer (or even Microsoft Edge), clicking the close button closes the entire browser window. Meanwhile in Chrome, the same close button in an embedded package doesn't do anything. We're using Captivate 9 to create the packages. Is there a way to prevent the close button from closing the entire browser in Internet Explorer?