When I run CCleaner it shows there are IE temp files to be removed, even though I have not used IE in several weeks. After running CCleaner it still shows those files have not been removed.
That is normal and is just the way that Windows operates.
Windows always recreates one particular 'cookie' file if it is deleted, (it's not actually a cookie, its a textfile), as well as some other empty temporary files.
CCleaner doesn't know if those files are empty or not so just deletes them anyway.
Other programmes/apps also use IEs temporary file locations for their temporary files, it's just used as a convinent location for putting short lived temporary files.
Since v5.64 when you open CCleaner itself it now puts a couple of temporary files in 'Internet Explorer - Temporary Internet Files', and then finds them to delete.
See the second part of this for a fuller explanation:
https://community.ccleaner.com/topic/52668-tracking-files/?tab=comments#comment-300043