This is all the expected behaviour. cc_config.ini stores the program settings and language preferences. winapp2.ini is the file that CCEnhancer downloads to apply rules to CCleaner.
The program no longer closes because many users found that behaviour annoying.
You can continue to use the old versions. As long as you’re using CCEnhancer 1.5.1 or newer; you do not need to update unless you want new features or languages.