CCleaner Portable is designed to be run from a removable USB stick. < This is the key point!
I copied and pasted the portable ccleaner folder to a USB drive first then I run the .exe directly and the main window can prompt!
I found it created subfolders and files (e.g., ...\Data, ...\Log, ...\Setup, ...\x86, ...x64, ...\Lang and the ccleaner.ini file) inside the USB drive.
I tried to copy that portable ccleaner folder back to my desktop and run the .exe directly from desktop and the main window can also prompt!
I think the principle is you have to run on an external drive first for portable version in order to create necessary subfolders and files first.
Finally, the issue was resolved now.
Thanks a lot, lmacri. You are so helpful!