For the those who is tackling the same problem, here's the solution that I'm using to make Enter key work. The idea is to remove focus on Enter pressed. As soon as focus is removed the item is treated as "changed" and onChange DA fires.
Create the DA with the following settings:
Event: Key Down
Value: this.browserEvent.keyCode === 13
True action in DA:
Fire On Page Load: No
Can you see any java script error in IE? Try debug the page using F12 in IE and see under console if there is any java error. Unfortunately IE still cannot handle some minor java errors or issues. I have noticed quite a good change in IE version 11, worth to update if you are not using.