Efficient customer service

I've worked at several organizations that have placed a huge emphasis on customer retention. Strange experience this week. Needed to end the membership at one of the health clubs I belong to. I was told that I could call the membership hotline, which instructed me to email them the cancellation.
I got back an automated response letting me know I'd hear back from them within two business days. I did, and got a nice message telling me that my membership was now cancelled. No question about why I was ending the membership, and no attempt to retain me as a member.
On one hand, I was pleased to have such a pleasant customer service experience. On the other, seeing how much effort they put into recruiting customers, wouldn't it have been worthwhile for them to try something to keep a customer?
What do you think?