What happens if I leave Thailand without cancelling my extension of stay?

You need to let immigration know. If not then you could have difficulty getting future visa’s or extensions. I don’t know anyone that has had issues but I do know someone who didn’t cancel their visa and has had zero issues since but apparently it can cause issues 🤷‍♂️

There isn't an answer that will cover every visa type. Some extensions you need to cancel before leaving and some you do not. ED, Non-B, and Non-O volunteer would all need to be cancelled if you're on an extension. Even if you just let the extension run out and leave, you still need to cancel it, because you signed a document saying you would notify immigration if anything changed with your situation, and you stopping studying or working is a change in your situation that is the basis of your extension and that you are required to notify them for.

If you do not cancel the extension and leave, then you will not be able to apply for another long term visa or extension in Thailand in the future until you get it cancelled, and you will be charged 500 baht per day, up to a maximum of 20,000 baht, for failing to do so.