Basic, good, radio communication practice should be not to change frequency without being told or without telling the station you are working that you are changing. Sadly, those who often frame aviation communication procedures have little knowledge or experience of such things.
Changing frequency without being told is, IMHO, immensely dangerous and I have the experience to prove it. For an unknown period, nobody can communicate with the flight at a potentially critical time.
I would always go for "change frequency when instructed"... and suggest that the preferred procedure is for ATC to pass the next frequency and for the pilot to read that back.