Azure AD Connect Health wont register with Server Core? Error on missing IEFRAME.DLL

Everytime I try to deploy the agent into a sever running Windows Server 2012 R2 Core with the ADFS role installed I get this error in the Powershell window:

PS C:\adfs> Register-AzureADConnectHealthADFSAgent
AssemblyName: Microsoft.Identity.Health.Common.Clients.PowerShell.ConfigurationModule, Version=2.1.0.0, Culture=neutral
, PublicKeyToken=null, FileVersion: 2.1.69.100, Current UTC Time: 2015-07-21 21:16:51Z


Configuration Failed

To retry configuration, type:
Register-AzureADConnectHealthADFSAgent

Monitoring will not start until configuration is successful.

To review installation steps and requirements, please visit:
http://go.microsoft.com/fwlink/?LinkID=518643

Log file created in working directory:
AdHealthAdfsAgentConfiguration.2015-07-21_15-16-51.log

Register-AzureADConnectHealthADFSAgent : The type initializer for
'Microsoft.IdentityModel.Clients.ActiveDirectory.Internal.WindowsFormsWebAuthenticationDialogBase' threw an exception.
At line:1 char:1
+ Register-AzureADConnectHealthADFSAgent+ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~+ CategoryInfo          : NotSpecified: (:) [Register-AzureADConnectHealthADFSAgent], TypeInitializationException+ FullyQualifiedErrorId : System.TypeInitializationException,Microsoft.Identity.Health.Adfs.PowerShell.Configurati
   onModule.RegisterADHealthAdfsAgent

In the log files I see this:

powershell.exe Error: 0 : 7/21/2015 9:16:51 PM: ab6ca4f4-085a-48c4-8b87-030af2a44fff - <RunAsync>d__0: System.TypeInitializationException: The type initializer for 'Microsoft.IdentityModel.Clients.ActiveDirectory.Internal.WindowsFormsWebAuthenticationDialogBase' threw an exception. ---> System.DllNotFoundException: Unable to load DLL 'IEFRAME.dll': The specified module could not be found. (Exception from HRESULT: 0x8007007E)
   at Microsoft.IdentityModel.Clients.ActiveDirectory.Internal.WindowsFormsWebAuthenticationDialogBase.NativeMethods.SetQueryNetSessionCount(SessionOp sessionOp)
   at Microsoft.IdentityModel.Clients.ActiveDirectory.Internal.WindowsFormsWebAuthenticationDialogBase..cctor()
   --- End of inner exception stack trace ---
   at Microsoft.IdentityModel.Clients.ActiveDirectory.Internal.WindowsFormsWebAuthenticationDialogBase..ctor(Object ownerWindow)
   at Microsoft.IdentityModel.Clients.ActiveDirectory.Internal.WindowsFormsWebAuthenticationDialog..ctor(Object ownerWindow)
   at Microsoft.IdentityModel.Clients.ActiveDirectory.Internal.InteractiveWebUI.OnAuthenticate()
   at Microsoft.IdentityModel.Clients.ActiveDirectory.Internal.WebUI.Authenticate(Uri requestUri, Uri callbackUri)
   at Microsoft.IdentityModel.Clients.ActiveDirectory.AcquireTokenInteractiveHandler.<AcquireAuthorization>b__0()
   at Microsoft.IdentityModel.Clients.ActiveDirectory.AcquireTokenInteractiveHandler.AcquireAuthorization()
   at Microsoft.IdentityModel.Clients.ActiveDirectory.AcquireTokenInteractiveHandler.PreTokenRequest()
   at Microsoft.IdentityModel.Clients.ActiveDirectory.AcquireTokenHandlerBase.<RunAsync>d__0.MoveNext()
System.TypeInitializationException: The type initializer for 'Microsoft.IdentityModel.Clients.ActiveDirectory.Internal.WindowsFormsWebAuthenticationDialogBase' threw an exception. ---> System.DllNotFoundException: Unable to load DLL 'IEFRAME.dll': The specified module could not be found. (Exception from HRESULT: 0x8007007E)
   at Microsoft.IdentityModel.Clients.ActiveDirectory.Internal.WindowsFormsWebAuthenticationDialogBase.NativeMethods.SetQueryNetSessionCount(SessionOp sessionOp)
   at Microsoft.IdentityModel.Clients.ActiveDirectory.Internal.WindowsFormsWebAuthenticationDialogBase..cctor()
   --- End of inner exception stack trace ---
   at Microsoft.IdentityModel.Clients.ActiveDirectory.AuthenticationContext.RunAsyncTask[T](Task`1 task)
   at Microsoft.Identity.Health.Common.Clients.PowerShell.ConfigurationModule.AdHealthAgentConfigurationUtility.ObtainAadAccessTokenByPromptingUserCredential()
   at Microsoft.Identity.Health.Common.Clients.PowerShell.ConfigurationModule.RegisterADHealthAgent.GetAadToken()
   at Microsoft.Identity.Health.Common.Clients.PowerShell.ConfigurationModule.RegisterADHealthAgent.ProcessRecord()

This to me seems like the server needs IE installed in order to use this agent.   This the case?  I would rather not have to install the GUI to run this health agent.