dropping out of a game
Most GMs run games not only for their own enjoyment, but for the enjoyment of the players.
If a player is not enjoying the game, a decent GM will naturally wonder why, and will attempt to correct whatever is wrong, making adjustments to their game so that as many players as possible enjoy it.
For this reason, if a player asks, out of the blue, to be removed, the GM may try to engage the player in a conversation to see what is wrong and whether the problem can be solved by a less drastic means than quitting. It's a friendly gesture.
Sometimes the problem can be resolved, sometimes its just a matter of differing perceptions and a bit of discussion can iron things out.
Other times, of course, the matter is beyond resolution.
You are not obliged to enter into a discussion about your reasons for leaving, of course, but the above may well be the angle your GM is coming from. If you are determined to leave, thank your GM for trying to resolve the issue, but say that you would rather not discuss it and you would prefer to leave.
Once your GM is convinced that your mind is made up, s/he will almost certainly let you go - there would be no point in doing anything else.
Other times (as I've done myself recently) GMs say a farewell, and wait for the player to read it before deleting them... ...Then forget that they didn't delete the player. GMs are human too. ;)
Give your GM another nudge before you call the Mods in. :)