Given the instruction vacate left at alpha and contact ground 119.5 I would acknowledge the message, continue along the runway, plan to vacate at Alpha and when convenient contact ground, whether still on the runway or on the taxiway.
If you wish me to remain on the tower frequency until vacated then instruct me to vacate left at alpha and when vacated contact ground 119.5. In this case I would acknowledge the message, continue along the runway, vacate at Alpha and then without further interchange with the tower contact ground.