Agree, just ask the controller. It could be a strip technicality that is printed and cannot be changed by the system, or a request like that is not displayed.
I'm pretty sure most controllers wouldn't mind you leaving "their" airspace though, one less to handle. Someone comming in from uncontrolled may require a bit more work though, since there can be a lack of coordination of the flight from other units, traffic flow may be in the way/establishment of separation, provision of clearance, identification of fligth, new plan on approach sequence. Nothing that should disturb an experienced controller though.
But there's nothing in Europe to my knowledge that prohibits IFR in class F or G?