Hi,
It's up the other PDF application produces to decide how much of the functionality of Reader that they support. In my experience there seems to be better support for static forms, but becomes a nightmare like having to test the form in all the applications, like testing a web page in all browsers I guess.
You can use xfa.host.appType to display a message to the user, use the method described blog about disable your form in older versions of reader.
xfa.host.appType returns "Exchange-Pro" for Acrobat and "Reader" for Reader and the version of Nuance Power PDF have returns "GPlus"
Also, I believe Internet Explorer just uses the browser plugin that is installed on the end users system, which could be the Adobe Reader Plugin, so is basically the same as opening it in Reader