Dropp
That seems strange. The PF is held in a trust in the Isle of Man so is offshore anyway. As far as I'm aware, the fund can still be kept there even when you leave, just that no further contributions are allowed. I think this applies to all 3 funds.
If you were in the UK for example and cashed in the fund and brought it all 'back home', interest would then be payable on the capital each year. In this case it matters little whether you cashed it in before or after your visa was cancelled.
Even offshore assets have to be declared now so if you become a UK resident again, you may have to pay tax on the interest regardless of where the money's kept. Definitely worth taking expert advice as each case may be different.