Greedy insurance company

I requested cancelation of the policy with the company. The agent told me about a one month notice, which was never communicated when I was joining,.

They went on and debit the premium for the following months after I made a cancelation

I reversed that debit, now they are threatening me of taking legal action against me for reversing the premium

Why should I stay with them, when I already found a reasonable insurance

I'm not owing them anything, I never even made a claim to the insurance before I cancel