I think you should have given him something like this...
"All stations, this is XYZ, I am terminating my radio watch and no longer monitoring this frequency, changing xxx day ce mal xx this time.
XYZ, changing xxx day ce mal xx. Good day"
Just to be equally anally retentive, I think it should actually be...
"All stations, this is XYZ, I am terminating my radio watch and no longer monitoring this frequency, changing xxx day ce mal xx
x this time.
XYZ, changing xxx day ce mal xx
x. Good day"
To answer the original question, I've never heard of 'vacating the fequency' (UK-based experience) and would expect 'changing frequency to', 'leaving the frequency' or, if on the ground, 'shutting down'.