"Clients that use persistent connections SHOULD limit the number of simultaneous connections that they maintain to a given server. A single-user client SHOULD NOT maintain more than 2 connections with any server or proxy. A proxy SHOULD use up to 2*N connections to another server or proxy, where N is the number of simultaneously active users. These guidelines are intended to improve HTTP response times and avoid congestion."
You have the same behavior when trying to download more than 2 files from one web server (domain) with the same browser instance. If you open a new browser (i.e. process iexplore.exe) you will have again 2 connections. This is the reason why you have a maximum of 2 AJAX calls at the same time to one domain.