Angry customer

I regret the decision to join them. I have been trying to cancel my membership for over a year. First I tried over the phone with no success. I went in they took copies of ID and all no success. I went in again in August 2019 and filled out a form. I was advised the last debit will be in September. It's October and I have the debit. I call in and the accounts department don't have any record of my cancelation. Their advise is I must provide a copy of the cancellation form I signed. Why do Ihave to keep a copy? I don't recommend them to anyone.