I had the same problem. I found that if I downloaded all the individual js files rather than the single js file containing everything then it worked.
I'm not sure which of the js files was causing the error but hopefully this helps anyone else that was having a similar issue.
Not sure if you'll need all of the following but here are the files that I used to get IE9 to render the arrows:
<script src="../Scripts/json2.js" type="text/javascript"></script>
<script src="../Scripts/raphael.js" type="text/javascript"></script>
<script src="../Scripts/joint.js" type="text/javascript"></script>
<script src="../Scripts/joint.arrows.js" type="text/javascript"></script>
<script src="../Scripts/joint.dia.js" type="text/javascript"></script>
<script src="../Scripts/joint.dia.serializer.js" type="text/javascript"></script>
<script src="../Scripts/joint.dia.fsa.js" type="text/javascript"></script>
<script src="../Scripts/joint.dia.uml.js" type="text/javascript"></script>
<script src="../Scripts/joint.dia.pn.js" type="text/javascript"></script>
<script src="../Scripts/joint.dia.devs.js" type="text/javascript"></script>
<script src="../Scripts/joint.dia.cdm.js" type="text/javascript"></script>
<script src="../Scripts/joint.dia.erd.js" type="text/javascript"></script>
<script src="../Scripts/joint.dia.org.js" type="text/javascript"></script>
Hope this helps someone,
Chris