Do I need to cancel my Non-B visa at immigration before leaving Thailand?

You must cancel it with the date of last working day, not with the most convenient day of travel. Try to follow the rules.

1st, work permit must be cancel.

2nd, extension of visa must be cancel.

Do it manually and never assume it will be done automatically or by someone else because that will not get done and you will have problem coming back in later on.

You must cancel your extension before you leave if you don't want any issues.

An extension based on employment is not automatically cancelled even if it expires. An expired-but-uncancelled and existing extension will be an issue when you apply for the next extension.

You need to cancel it officially at the immigration office that issued the extension for you to be able to apply for a new extension from your new visa later.

The best is to cancel before you leave. You can cancel it later, after you enter on a new visa, but you may be fined for not cancelling in time, which means after expiry.

Most immigration offices allow you to apply for cancellation in advance, a few days or weeks. If you have time, go to the immigration office to cancel it before your travel.