Thanks for the suggestions.
Augeas: I have done that but of course ALL the settings are copied over so the portable version is then set to clean everything else as well as cookies. I can't see how to clean just the cookies without deselecting all the other options first, which is where I came in.
Winapp2: That sounds like a solution but I am afraid I can't get the option. I open the installed CCleaner, left click Options, then right click Cookies but nothing happens, there is no item to clean the cookies.
I did wonder if I was trying in the wrong place so I again opened the installed version, right clicked on Cookies under Internet Explorer and saw options to Analyse, Clean or Restore Default State. I was then aware that there were three separate sections on which to perform this action (assuming it was the right action). Apart from cookies under Internet Explorer, there are cookies sections under Applications for Firefox and another for Thunderbird.
In any case, I did all three and each returned a message saying 0 bytes removed and all the cookies were still there.
I most certainly support any move to have the possibility of running CCleaner in more than one "mode". It seems restrictive to have one lot of settings that are pretty well fixed.