ATC says your leaving my airspace after reporting field in sight

Question

I was arriving to BGMQ and when I reported field in sight, the ATC says:

C-130A Hercules 635, Cleared visual approach runway 34, you're leaving my airspace, radar services terminated, frequency change approved.

After I readback, it seems like my IFR was cancelled without a message stating that I violated ATC instructions

I switched to King Air C90 and still, the same issue:

King Air 90 3XS, Cleared visual approach runway 34, you're leaving my airspace, radar services terminated, frequency change approved.

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