It's not a bug, it's simply the way programmes work.
Firstly there is not much point in running any updater with no internet connection.
But Ok, it may happen by mistake.
What has happened there is the order in which you did things.
If you had closed the error message before closing the main CCleaner window it would have gone away as expected.
However because you closed CCleaner first, using the 'X', you left the message 'Orphaned' from the main CCleaner programme which has closed.
The CCleaner you see in task manager is then just that orphaned error message all by itself.
CCleaner was no longer actively running and so there was nothing to recognise that you were clicking OK and nothing take away the message when you did click it - the message was no longer owned by any other running process and so you had to End Task it.
The same will happen with messages from many programmes if you close the main programme using the 'X' without closing any message first.
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So If I find problem like this, where I must report it on this forum?
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In the CCleaner area of the forum where you best think it should go, i.e.; Bug Reports, Help, etc. We can always easily move a topic into the correct forum location.
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I hope your programmer can fix this problem soon. I think this problem can prevented before release with better testing phase.
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How user test the program it's up to the user. I test it without internet connection and that problem happen so I report to you.
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As said it isn't a bug to be fixed, many programmes will behave like that and leave an orphaned message behind if you close the main programme before dismissing any messages, that's simply the way that computers work.
(It may be possible to put an interrupt in the code to prevent closing if a message is open, but no doubt someone would then complain about that).
Any and every software update tool needs an internet connection to check for the latest software versions, trying to test one without an internet connection is therefore not a useful test to do.