I wouldn't know, but I believe it's always referred to as cancellation, regardless of the circumstances. I think. ?
I've heard terms like going off the air, last season, finale episode, etc for shows that end on their own accord. Shows like MASH, Cheers, and The Sporanos.
Cancelled usually equates with was not renewed for the next season such as
Carnivale on HBO, terminated mid season (recent was the
Playboy Club on NBC)