The IEEE output style works for me in that no space is generated between the citation’s closed right bracket and the cursor (see attached image; yellow highlight shows the cursor’s location).
You might check the citation templates* to see if a blank space was mistakenly added at the end and just delete it. Or download and install a new IEEE output style from .http://endnote.com/downloads/styles
*Go to the EndNote toolbar, select Edit > Output Styles > Edit IEEE. Locate the Citations section then click Templates.