Just answering as a user of the plugin:
For our recurring subscriptions, if the user cancels through the PMPro WP screen (i.e., through our site) then it cancels their access immediately. It doesn’t delete their user record but it removes their PMPro access level.
With the way it’s currently working with our PayPal account, people can also cancel directly in PayPal and it sends us an alert about it but it doesn’t cancel it in PMPro on our site. We have to cancel manually in those cases. Not sure if that’s just a glitch in how our system is working or if that’s how the plugin is designed.
Regardless, I don’t think you can change this cancel behavior in the plugin today.
We tell our users when they sign up for access that if they cancel, it’ll go into effective immediately, and that they should cancel on the last day of their subscription term if that’s what they want to do. We also monitor the cancelations and will manually extend them a free membership through the end of the term that they’ve paid for, if they cancel early.