I looked at the below KB article and is vague on support:
We have an internal app that will only support IE 11 moving forward and want to be able to use it on some legacy desktops.
ThinApp cannot be used to enable IE11 to run on WinXP. ThinApp can do legacy on newer OS many times.. and that is the use case.. New applications often depends on OS features not available on old OS.
You could investigate application publishing as a work around..