Win7 64-bit, latest version of ccleaner, turned on the shutdown after clean option by right-clicking the tray icon, then closed the lid on my laptop (which is set to trigger no action via Windows), low and behold an hour later I came back to a smoking hot laptop. I have my screensaver set to lock my screen after 5 minutes, and ccleaner probably ran longer than that since my recycle bin was full but when I logged in to my still running laptop, ccleaner was not running still.
What does ccleaner use to trigger a shutdown? i use psshutdown on my laptop to shut my laptop down hours later without issue, so i'm guessing ccleaner uses something else.
I encountered the same problem using XP SP3. I reloaded CC 4.08 and that one works fine for SHUTDOWN. Then reloaded 4.09 and it failed. I am going back for now to 4.08 as i use this feature all the time.
Looks like it's still broke in 4.10. And also if you do a Windows+L to lock your screen while it's cleaning and have the shutdown option checked, it doesn't shut it down either