Thanks to all of you.
It is effectively rather logical to figure out that since the ATC tells you : "N****, radar service terminated, squawk VFR, frequency change approved", there's no automatic transfert of duty between the ATC and the destination tower.
The only precaution I will take, when living KDAB ATC for KOMN tower, is warning the tower I'm just leaving KDAB approach frequency to justify I'm calling them so close (less than 5 miles) of the airport.