Other system and history cleaners I have used warn if browser is still running or offers an auto shutdown of browser before cleaning feature. Could this maybe be a part of future CCleaner versions.
Often when you think you have closed your browser it can still be running.
It warns about Firefox running, I don't know about other browsers though. Make sure in Options->Advanced that you have the box "Hide warning messages" unticked.
For instance when just running an Analyze with Firefox currently running it displayed this in the cleaning window: