It is a fine line, imo, between a T checking on the welfare of his patient and pursuing clients. The act of not making appointments generally means you don't wish to see the doctor any more. It could be unethical for the doctor to call and try to get you to come back. This would be especially true it you had said anything to that respect, I don't want to return, or even said to the secretary, I'm not coming back.
But I'm still disheartened that you wish to give up on yourself so quickly.