Faulty 'empty temporary internet files folder when browser is closed'

Hi Folks. I've been wading through all the threads associated with my problem - at least I think I have - but I don't see an answer, so I am going to start this new thread and risk the slings and arrows of the more perspicacious.
This little issue has followed me from XP to 7 and is actually more of a curiosity than a problem:
I check the Empty temporary internet files folder when browser is closed in the advanced section of internet options but it doesn’t work and never has. Does anyone know why?
I can easily do it manually but it annoys me that it doesn't work.

Have a read here.

Empty Temporary Internet Files Folder when brower is close does not work in windows 7 X64

Hope it is of help to you.

Perhaps my fear of slings and arrows was ill judged when what I should worry about is someone answering my question. My thanks Mr Bright for your blessings: I am pleased I am not alone. However, I'm afraid I didn't understand the majority of the posts except inasmuch as the possibility of another program holding open the data. I used to have nightmares about IE.5; are they going to come back and haunt me yet again? I definitely had this issue with XP as well.

Have you checked this box?

No, because I don't want to clear browsing history only cookies.
The more I read those \technet posts the more confused I become: they seem to be saying the opposite of what would logically apply; at least using my logic anyway.

One of the instructions I see is to keep the check box for Preserve favourite wesite data clear if you want to retain usefull cookies, but surely you need to check it to do that. Am I missing something here?

Yeah I understand. I only mentioned it because the last post in the link I posted seemed to work for the person who had the problem. You have probably done what is written here already, but have a look at this.
Internet Explorer - Empty Temporary Internet Files folder when closed

Yes, I have definitely checked that box.

urbanspaceman1 said:

One of the instructions I see is to keep the check box for Preserve favourite wesite data clear if you want to retain usefull cookies, but surely you need to check it to do that. Am I missing something here?

If it is unchecked it won't keep the cookies and checked it will preserve them. Which is why it was unchecked in the pic you saw.

Yes, that is precisely my reading of the issue, but instructions on the Technet postings stated the opposite and I was wondering if there is a secret language employed by professionals. I mentioned IE5 earlier: is this still a secret folder used by Microsoft to store browsing history, as used to be believed by the paranoid among us?