I don't think the older ones do; however, I'm sure Google gives them a different 404 page (change your User-Agent to IE6 and see how different the search results HTML is).
We unfortunate users of IE6 get the new 404 page as well. I assume they just gave up on IE6 like most of the web-world has.
Which could be another indication why the Google logo itself is linked (besides it being in cache as well). The page degrades well imho in IE6 - the lack of the cutsey robot isn't essential to the page - the logo however is.