Ccleaner skips Microsoft Edge not because there's still an Established connection open, This takes into consideration that the user is fully aware of the SYN/ACK/FIN flags and has closed Microsoft edge before running ccleaner.
The reason "Ccleaner skips Microsoft Edge" is simply because there's a cache file still linked between your windows operating system and the Microsoft Edge browser, If you open your C:/ Drive, go up to view and select hidden items you'll be able to navigate Into: Users/"USER"/AppData/Local/Microsoft/Windows/Caches and remove the unwanted links