CCleaner isn’t able to clean files that are open in any program during the cleaning process. The databases that Edge uses to store data are also used by other programs on your computer to store their own information – these are normally system programs that use Edge’s functionality in order to access the internet. Therefore, if any of these are open and accessing Edge’s database whilst the clean is in progress, CCleaner will need to close the database in order for it to perform the clean. This is why the prompt will appear despite Edge being closed – a different program is accessing the Edge database.