The only way to cancel the CD Baby collection from The Mechanical Licensing Collective (The MLC) is to directly register as a songwriter with The MLC and then use the Claiming Tool via the Member Portal. This will initiate a conflict resolution and our policy is to relinquish our claim and not to challenge it.
Here is a helpful article on how to use their claiming tool from The MLC help center.
If you wish to cancel The MLC from your current/existing Legacy Pro release, you will need to cancel your CD Baby Pro Administration Service with CD Baby. You can do so by submitting a request here.