Never, but never, leave a frequency on which you have been communicating unless a) told you can do so, or told to contact another unit, or b) you tell them you're going. It's abysmal communication practice to just leave a frequency and might give rise to unnecessary emergency action later - seen it happen several times.
HD - fully agree with you, but perhaps you could advise what you would have done in this situation (at the risk of thread drift)...
A while back I was transitting Birmingham Zone VFR (on a clearance with a Mode C squawk) and as I was passing close to - but outside - Coventry ATZ, I was asked by Birmingham to retain their squawk and to contact Coventry to advise I was nearby, then go back to Birmingham as quickly as I could. So, changed to Coventry, made three calls (at least a minute apart) with no response. On the fourth call, was very curtly told "G-XXXX standby we will call you". Five mins. pass, with virtually no RT between anyone and Coventry ATC, so I chose to return to the Birmingham frequency as I was still inside their airspace, but was rapidly approaching my destination (Wellesbourne) and needed to talk to them too. I didn't advise CVT that I was leaving their frequency, as clearly they had no desire to talk to me. Did I do the right thing or would your 'never' rule still apply in this instance?
No sarcasm intended - I am genuinely trying to find out what's best in such circumstances. Thanks.