Just updated my site to newer, much more standards compliant design. My previous design was so rubbish that I had to use the IE=EmulateIE tag to force IE7 emulation.
<
IE will never cache the X-UA-Compatibility setting on its own. The only other possibility is that users of the site pressed the 'Compatibility View' button on the address bar before you had the X-UA-Compatbile meta tag set. Then your site's domain will appear in a list stored locally on the client's machine. I wrote a blog post about how site owners can prune their domains from that locally stored list if/when a site gets updated to be IE8 compatible. http://blogs.msdn.com/ie/archive/2009/07/01/ie-compatibility-list-pruning.aspx