For ccleaner to be able to close at shutdown it first would need to be running, Then cancel the shut down opperation. Run the ccleaner then re tell windows to close down.
The implications this could cause could be endless. I aint a coder of the standard of the makers of ccleaner, but from what i do know this would not be practicle or maybe impossible to do this with out the possibility of errors.
There could be something critical being done on shut down and ccleaner interupts this and god knows what could happen.
There may be a safe way to do this, like i said i'm not a professioanl coder maybe ccleaner staff could say other wise, but i doubt it, this has been asked endless times.
I cant personally see any hassel of clicking quick launch running ccleaner and then closing down, in actual fact it's quicker then going start - turn off etc.