When i use ie  insert html content in html code mode   in IE9 browser

<ul>
<li>a </li>
</ul>
<ul>
<!--mm-->
<li>a </li>
</ul>

 then save,when i re back to look at in code mode,it will become

<ul>
<li>a </li>
</ul>
<ul>
<!--mm-->
   </li>
<li>a </li>
</ul>

is this bug,How can i do!