If you are flying through an ATZ, an ATC unit is unlikely to release you back to a radar unit until you have left the ATZ. Even if there is no ATC, it would seem to make sense to remain on frequency until you are clear.
If you are not passing through the ATZ (i.e. more than 2000 ft aal), you should consider the possibility of IFR traffic. Airports outside controlled airspace with instrument approaches (marked by a chevron on the CAA chart) often have traffic holding above and close to the airport. It's very important to talk to ATC in such circumstances, even if it is not mandatory.
A unit providing a radar service may have some level of coordination with ATC at such airports. If in doubt, ask.