Valid request to cancel insurance?

[Lenny Markus]

While shopping around, I found a better deal for investment property insurance.

When I called my current agency to cancel the policies I had with them, they replied with the following:

"Good Afternoon,

To cancel these polices, we will just need the new proof of insurance, or if the homes were sold, a copy of the closing disclosure. Once we receive those, we will get cancellation requests generated with the dates of cancellation and email back to you. It will just need an electronic signature, and then the cancellations can be processed, and Progressive will refund any unused premiums on the policy."

Note: These properties don't have a mortgage on them.

I sent the information because it's not a big deal, and I had better things to do than fight them on it.The request strikes me as really weird though. (My best guess, they want info on how much the competition charges). Can an insurance agency refuse to cancel a policy if there's no replacement in place?