Should you give notice when leaving /stopping therapy?

I don't believe I have before.. I think I just emailed them and said I won't be in next week or thereafter due to.....etc. etc. I would feel so awkard giving a week or more notice and then coming in while they know I'm leaving them the following week. they would probably ask why. I think it is ok to just call or email and say, 'From here on forward I will be stopping therapy...' ?