In which case you look set to become a new Sky customer then if VM makes no retentions call. In the future you would have the option to return to VM as a 'new' customer and benefit from new customer pricing once again.
I was a VM customer for 20 years before moving to BT FTTP under similar circumstances. Can't say I was particularly that keen on moving but VM failed to come up with a reasonable retentions offer. As a result I now have an Openreach fibre connection to my home which has opened up a whole new load of suppliers to me (which would not have happened if VM had come up with a decent retention offer before I left). The fact VM does not want your custom any more may possibly turn out to have some advantages in the long run.