Recurring contributions cancelled in Civi NOT cancelled in Authorize.net
Turns out that this was an issue caused by the iATS extension - strange as that may sound - you will find details at the following link: https://github.com/iATSPayments/com.iatspayments.civicrm/issues/188

Whether or not the cancel recurring for PayPal ever worked is a separate question altogether (for us it never has).