Google reCaptcha not loading inside iframe cross-domain in IE

Question

I have an iframe that contains a form. My parent page is in thishost.com domain, and the iframe source is on alternate.thishost.com. The form contains captcha, which is implemented using the Google reCaptcha API, V1. When I load the parent page in IE, captcha does not load and shows the following error on the console:

SCRIPT5: access denied.

I tried loading the page in IE 9.10 and Edge and ran into the same problem.

I also resolved cross-domain requests for the iframe source and still ran into the same problem.

Any pointers to the problem?