What's fun is that it's even the default on Windows Server systems. Why I'm forced to watch CSS animations on msn.com over an RPD session instead of defaulting to about:blank, I'll never know.
Because the layman windows server user would think the internet is broken if it stayed stuck on a blank page.
By the way, it should be easy enough to change the home page with a group policy or something if anybody actually cared about that. Companies usually change the homepage of all desktops to the intranet homepage.