We had confirmed business seats and had done the online check-in so we just went to a normal desk to drop off the bags.
The immigration guy asked why our visa had been cancelled and we told him we were leaving permanently and that was that basically. The end of service letter is what they give you at EGHQ with your last cheque - I got mine at the end of May so it included the bonus, I actually walked out of the country with $35,000 USD in cash
FWIW today our retention money arrived in the bank - almost 8 weeks to the day from leaving. To be fair to EK they paid everything, even our outstanding Medical and Dental claims.