Yes and no. If their authority period is still continuing and you sell through someone else you will be up for another lot of commission.
Sometimes the rough 'ill-do-what-I-want' method isn't the way to go.
Certainly agree, I would get a small written statement, signed by both parties stating something along the lines of 'this agreement is terminated at xx date, the vendor is not liable to any further costs than those paid to date and the vendor is free to sell the property by whatever means the vendor feels is suitable' (this is very rough but basically says that both parties agrees that you are no longer liable for any payments or obligations to the current REA, and is free to approach other REA to sell the property, without incurring costs to the current REA).