I know this subject was mentioned before for oldr versions, but there was apparently no solution posted here.
I identified that my cookies are not deleted any longer since updating on the beta-version 2 of CCleaner. It worked well (and to my feeling faster) in the latest version 1.41.
I changed back to this version and hope the problem gets fixed some time.
Any others having made experiences with this? Check under "options" and cookies whether the once you did not have on the exception list are still there after cleaning!