Same as you, didn't select "enable shell extension" during install and when I thought I would try it I can't as it's greyed out and unselectable.
And no, save selections to ini is not selected.
I assumed I didn't need to do that as CCleaner picked up on other aspects of Pale Moon OK and its standard location.
It just didn't know where the cache is which has been moved to a different partition.
Anyway to get CCleaner to clean the cache of Pale Moon 12?
It works on Pale Moon fine apart from this. I assume this is because the cache is not in the default location.
Can CCleaner be shown the right location somehow?