On the other hand, callout arrows seem like a perfectly good case of something that doesn't necessarily need to be present for the site to function.
If your compatibility goals are pixel-perfect compatibility with IE8, this is an issue (and my thoughts and prayers are with you), but if your site simply needs to be functional, callout triangles wouldn't be on my top 10 things to worry about.
Sure, you can treat this as a hack to support older browsers. But with modern browsers, or once those older browsers fall to low enough market share, just embed SVG.