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Well, the good news is that's it's most likely an easy, if obscure, fix that you, or your webmaster, needs to do.
The "bad" news, if you want to call it that, is this: the browsers that are showing you what you expect? They're technically wrong.
What most people don't realize is that the filename extension, the ".html", ".htm", ".cfm", ".php" and so on, is pretty much ignored by your browser. Sure, it's part of the filename, and it gets sent off to the web server when you view a web page, but that's really about it.
Your browser really doesn't care or pay much attention to what the extension is. †
The web server on the other hand, cares deeply.
The filename extension is used by the web server to know how to process the request. By default, ".html" files, for example, are simply copied back down to your browser, pretty much as is. ".shtml" files are pre-processed, and then the results copied down. ".cfm" files are run through the Cold Fusion processor, and the output is sent to your browser. ".php" files are run through the PHP interpreter, and the output is sent to your browser.
But that's only part of the story. When the server sends something down to your browser, it also includes information that tells the browser what it is it's sending. For example your ".cfm" file may fire up the Cold Fusion processor, but the results that get sent back down to your browser is just plain old HTML. That makes it easy on your browser, because regardless what wonderful technology was used on the server - Cold Fusion, PHP, or something we haven't thought of yet - the server just tells the browser "this is HTML", and the browser knows what to do with it.
The problem arises with unknown file types. If you have on your server a file called "example.leo", and you request it in your browser ... well, the browser doesn't care that it's a ".leo" file, it just asks the server for it. The server, on the other hand, has no idea what a ".leo" file is, so it makes an assumption: this must be plain text. And that's what it tells the browser: "this is plain text". The browser should just display the contents of the file, without formatting, much like if you had opened the file locally in notepad.
Now, in your case, it looks like your server knows what to do with ".cfm" file requests: send them off to the Cold Fusion processor. But it looks like it has not been configured to know that the output of Cold Fusion is HTML (or alternately, Cold Fusion has not been configured to indicate that its output is HTML). Your ".cfm" pages are probably coming out with the indication that they are text, not HTML. (For the more technically inclined, the HTTP headers returned include "Content-Type: text/plain" instead of "Content-Type: text/html".)
But wait! It gets more confusing!
Several browsers, I assume to be "more helpful", will attempt to display pages marked as plain text as HTML anyway. (Presumably if it "looks like" HTML to them.) So this means that even though your ".cfm" pages are incorrectly indicating that their output is plain text, some browsers will incorrectly treat it as HTML.
Two wrongs making a right, as it were.
Other browsers that actually pay attention to the content type, display the output as plain text, which means displaying the raw HTML to their users.
So that was a very long explanation that boils down to this: the server hosting your site is not configured to correctly indicate that ".cfm" output is HTML. Exactly how to correct that will vary based on the type of server you're running, and may possibly involve settings within Cold Fusion itself.
† - ok, some browsers may pay attention to the filename extension as a hint for what to do with the file. But technically, they're probably not supposed to.
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