That's normal even if they do process the cancellation, as per VM's usual standards of service (I'm in the same boat as you here). Hopefully they've accepted and processed the cancellation instruction.
Of course, it's always possible that they'll not process it since like all VM processes, cancellation seems to be poorly administrated and incompetently managed, in which case you'll need to use VM's complaints process followed by Ombudsman Services to get the matter resolved, any refund, and reasonable compensation paid. Don't cancel the direct debit, because even if you're in the right, it's better to pay too much and then resolve the matter rather than have your credit history spoiled and have another complexity to try and get them to fix.
