Do I need to cancel my ED visa extension at immigration before leaving Thailand?

𝗗𝗼 𝗜 𝗻𝗲𝗲𝗱 𝘁𝗼 𝗰𝗮𝗻𝗰𝗲𝗹 𝗶𝘁 𝗮𝘁 𝗶𝗺𝗺𝗶𝗴𝗿𝗮𝘁𝗶𝗼𝗻 𝗯𝗲𝗳𝗼𝗿𝗲 𝗜 𝗹𝗲𝗮𝘃𝗲?

Nope, if you're going to leave thailand and not come back on anything but a tourist visa or free entry, just leave.

However,

If you're going to come back and get any other visa in thailand, then you get a document from your school that says you stop studying on xxx date (usually the last day your extension is valid for or the date you're leaving the country)

You go to the immigration office that issued that extension about a week or so before that date, they will cancel your extension and stamp you in until the termination of study date on the paper from the school.

Then you can stamp out and as the extension is already canceled it won't cause you any issue down the road 🙂