LicketySplit said it wonderfully. That's nuts that he wanted you to continue, so that he could work through his stuff, while you were paying him! Yeah, wouldn't we all just LOVE someone to pay us for OUR therapy! Geez. Good for you for getting out.

I do think he should have acknowledged your email, so that you'd have confirmation that the session was cancelled. I'd keep the copy from your sent email box, if possible, so you have proof if he tries to say you didn't cancel. (Hopefully it won't come to that.)

And, other than that, I wouldn't spend another second thinking that you did anything wrong. This one is 100% on him and his stuff. He's really unbelievable!