I guess it all depends. If you're in busy airspace and ask to switch frequencies more than five minutes before you're going to leave the airspace, then you've clearly got your wires crossed. Or made a huge navigational error.
But if the airspace is relatively quiet and you're heading in a direction that's going to lead into another CAS shortly after leaving, asking for an "early" frequency change is quite allright as far as I'm concerned. It may not be ICAO but that word "early" would suggest you know what you're doing.
And remember that the controllers are usually well aware of the close proximity of the other CAS, and the desire to start your onwards clearance negotiation early.