It shouldn’t do that unless you use the ‘System Restore’ tool. (Think that’s what it’s called, I’m on my phone at the moment).
However sometimes Windows itself will clear restore points ‘older than’ xyz days so it could be that that has done it rather than CCleaner?
Such restore point clearing by Windows itself can often happen after a Windows patch Tuesday monthly update.
TBH i wouldn’t (don’t) rely on restore points, they are not good enough theses days.
I make regular full drive images to an external drive.