Thanks for your explanations, which makes sense. However, I decided to take another look, and without any doing on my part, I had received another set of cookies. I ran a custom clean so I could actually look at them, and sure enough, one of them was called deprecated.cookie, which contained "Cookies are no longer stored in files. Please use Internet*Cookie* APIs to access cookies."
Another was placed by CyberGhost VPN located in C:\Users\<user>\AppData\Local\Microsoft\Internet Explorer\DOMStore\KTO8TC80 called cg6-content.cyberghostvpn.xml. It only contained <root></root>, but I'll contact the vendor to find out why CyberGhost 7 places a CyberGhost 6 cookie.
But then CCleaner also found 48 Temporary Internet Files totaling 394 KB which includes several images which =may= have come from Microsoft News like a C-MEN Dark Phoenix banner, an Insider News image to watch the cast of IT Chapter 2, etc. And a bunch of "popup*.htm" files, where I found among the contents the string "https://advertiser.cyberghostvpn.com...". I really do have questions for that vendor!
But interestingly enough, there also was a file called update.htm, which ends in:
This document may be found <a HREF="http://license.piriform.com/update/?p=ccpro...">here
So apparently, Piriform is still placing temporary IE internet files (C:\Users\<user>\AppData\Local\Microsoft\Windows\INetCache\IE\...)?