This seems to be more of a generic html/css/IE question, or gravatar question. I think chances are higher that you get a reply on StackOverflow faster, as it’s not Auth0 specific. But maybe you’re lucky and somebody in this forum has had the same issue.
The reason why it works for a user with a real image vs. one without is that because if the user has no image, gravatar falls back to the default image (the one passed as d parameter), see Image Requests – Gravatar Developer Resources > Default Image.
However, the sizing params only apply to the original image.
Example:
So for a URL like this: https://s.gravatar.com/avatar/16f389132262d1386a0086291095a70c?s=25&r=pg&d=https%3A%2F%2Fcdn.auth0.com%2Favatars%2Fcl.png
→ if the user 16f389132262d1386a0086291095a70c has on avatar, it will fallback to the default image https://cdn.auth0.com/avatars/cl.png, for which the s param does not apply.
That’s all I could find out so far, not sure if there is a way to request a sized default image. It depends on the Gravatar API really.
On https://www.drupal.org/project/gravatar/issues/906118 I found this:
Yes, it’s a known problem: the default image (parameter “d”) is not resized, even if the size is forced through the parameter “s”.
though that thread is already a few years old, but maybe hasn’t changed yet. So you might need to look into IE tweaks via css or use your own set of default images.