I would think the best (but not necessarily the easiest place for you) would be on the Subscription tab (both front and back end) when the Unsubscribe button is clicked or the Unsubscribe box is ticked. We'd be able to include those details in the confirmation of cancellation email.
To be fair, in our club the usual way that most people leave is to simply not pay their renewal and we never know the reason they've left, though many do email us to say why.