Changing stations without informing the station your leaving is due to the amount of space between the stations. If you were to be passed off by Toronto Buttonville, and told to Contact City Center you should do so just as you would anywhere. The difference is when you are leaving a place like Thunderbay, London, Dryden or Elliot lake. The next ATC that you speak to may be 20-300 miles away with NO radio communications required for the next hour or two. For that reason when you clear a 5 mile control zone, you may chose to stay on the frequency for another 20 miles. The controller may pass on traffic to you long after you have cleared his/her airspace. Feel free to inform any unicom or ATC station that you are leaving the frequency.