Favicon.ico request appears to break cookie persistence

We are having problems with a favicon .ico and cookie persistence. Fiddler logs show the persistence is working throughout a user session. However, a favicon.ico request is sent and the response is a 404 error. Unfortunately, it appears this action drops the session and creates a new one on a different server causing the users initial session to fail. 

The fiddler logs show a single server until the point when the favicon.ico is requested. Then we see a Set-Cookie in the header with a different server. How can we keep this from breaking the cookie persistence? Client is using IE 11, this does not happen in other browsers.

Cookie Persistence Method is Cookie Insert

BigIP LTM 12.1.3.5