I think this is broken feature in Qlikview.
But there are ways around to make this functional.
You have to use a macro for this.
You can set the document title using a macro, variable, and a trigger.
1) Add the following macro to your document:
set dp = ActiveDocument.GetProperties
set v = ActiveDocument.Variables("vDocumentTitle")
dp.WindowTitle = v.GetContent.String
2) Add a variable vDocumentTitle.
3) Add a document event trigger with an external action "Run Macro" and run the macro SetDocumentTitle.
May be you can add trigger OnOpen event.
This is a bit tricky you have to try multiple events here.
Not all macros will work in Ajax. you have to use IE Pluggin, but give it a try.
Hope it helps.