  Soft X-ray photoelectric absorption of high-z quasars has been known for two
decades, but has no unambiguous astro-physical context. We construct the
largest sample to date of 58 high redshift quasars (z > 0.45) selected from the
XMM-Newton archive based on a high photon count criterion (> 1800). We measure
the optical depth tau at 0.5 keV, and find that 43% of the quasars show
significant absorption. We aim to find which physical parameters of the quasars
drive their observed absorption, e.g., redshift, radio luminosity, radio
loudness, or the X-ray luminosity. We compare the absorption behavior with
redshift with the pattern expected if the diffuse intergalactic medium (IGM) is
responsible for the observed absorption, and with a comparison sample of gamma
ray burst (GRB) X-ray afterglows. Although the z > 2 quasar opacity is
consistent with diffuse IGM absorption, many intermediate z (0.45 < z < 2)
quasars are not sufficiently absorbed for this scenario, and are appreciably
less absorbed than GRBs. Only 10/37 quasars at z < 2 are absorbed, and only
5/30 radio quiet quasars are absorbed. We find a weak correlation between tau
and z, and even a weaker correlation between tau and radio luminosity, which
leads to the conclusion that although a diffuse IGM origin for the quasar
absorption is unlikely, optical depth does seem to increase with redshift,
roughly as (1+z)^{2.2+-0.6}, tending at high-z to tau ~ 0.4, similar to the
high-z GRB values. This result can be explained by an ionized and clumpy IGM at
z < 2, and a cold, diffuse IGM at higher redshift. If, conversely, ascribed to
local absorption at the quasar, and owing to the steep L_x ~ (1+z)^{7.1+-0.5}
correlation in the present sample, the host column density scales as N_H ~
L_x^{0.7+-0.1}.
