If you'd already signed up to Volt benefits, then moving from Ultimate Oomph to Ultimate Volt wouldn't have prompted for a new O2 SIM - because you already had one registered for the Volt benefits.
It's customers moving to Volt who don't already have an O2 SIM will get one arranged as part of the bundle.
All that should have changed is that your existing O2 SIM should have been updated for the Unlimited airtime plan that Ultimate Volt comes with in that bundle, and you should have been notified that your existing Virgin Mobile Oomph SIM would either be moved to a chargeable airtime plan or could be cancelled.
Now you've cancelled your O2 SIM, I think you'll need to talk to O2 again to sort out how to get a new Volt plan and link it back to your cable services - Virgin Media customer services don't have access to O2's systems.
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I work for Virgin Media - but all opinions posted here are my own