From Piriform
"Other applications (e.g. system processes) use the Edge database to store data so, if anything else is using the database when you run the clean, CCleaner will need to close it first before it is able to clean anything.
This is similar to the way that applications used IE code and storage pre-W10. The only difference is that CC could clean IE when it's open (or when anything was using it's storage), but not when Edge (or its databases) is open."
I also read that IE has always had a security breach in this matter. The cookies. Etc.. and apps using IE, were independent of IE and could easily be examined.
Not entirely a solution, perhaps, but you can click the item "Do not show this message again", in Ccleaner. Alternatively, you can untick all the instances, in the firs item of the options, under the edge title.
Added Later.
I have been having more thoughts on this. If "Other applications", use Edge, I am wondering, should Edge haters find a way to totally disable it, might it also cripple some of the Apps. And - is the cloud storage using Edge?
Not my problem, fortunately. I use Edge and find it an OK browser.