Yes, I am connected to the Internet during the installation.
Weird, I just updated my Windows 7 machine with no issues. It is the Windows 10 machine that is having the install issues.
I open CCleaner and it tells me there is an upgrade available. I click to download the install. The installation starts on its own. I have not renamed anything. I don't see any way to exit/close the program during the install, no do I see any way to download the install file outside of CCleaner.