what am i doing wrong when i cancel kindle unlimited?

If you go there and Kindle Unlimited isn't in the list at all, you're probably on the wrong account or the wrong Amazon site. It only shows on the one you signed up through, so if you joined on the UK site it won't show on the US one. Also some households have it on the other person's login. The borrowed books go back on their own when it ends, you don't have to return them first.

you probably can't do it from the kindle app, that's the usual snag. the iphone app especially has no cancel option at all. go to amazon in a browser, Account & Lists > Memberships & Subscriptions, find Kindle Unlimited and hit the cancel button. it then shows you an offer page or two before the real confirm, so keep going until it actually says the membership ends on a date. you keep access until the end of the period you already paid for.