PRIVATE INST RATED PLT OF SMA ACFT ENTERED AN ATA WITHOUT CLRNC AFTER CANCELING IFR FLT PLAN.

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IFR FLT PLAN; ERV TO MQY. WAS BEING VECTORED TO SMYRNA ARPT FOR FUEL STOP. 20 MI SW I RPTED ARPT IN SIGHT. I CANCELLED IFR AND ACCEPTED FLT FOLLOWING -- SAME FREQ; SAME CTLR. A FEW MINS LATER; I RPTED TO MQY TWR THAT I WAS DOWNWIND FOR RWY 19; THE ACTIVE. THE TWR SEEMED SURPRISED; EVEN ALARMED -- WHERE DID I COME FROM. NASHVILLE APCH. NEVER CALLED MQY TWR TO ANNOUNCE OUR ARR IN AREA! EVEN IF WE WERE VFR WITHOUT FLT FOLLOWING; I WOULD EXPECT A HDOF. IS THIS ASSUMPTION WRONG? APCH CTLR CREATED AN UNSAFE CONDITION! CALLBACK CONVERSATION WITH RPTR REVEALED THE FOLLOWING: RPTR STATED THAT HE VISITED THE TWR AFTER LNDG AND WAS GIVEN THE IMPRESSION THAT THE APCH CTLR USUALLY PASSES ON THE ACFT NUMBER TO THE TWR IN ORDER THAT THEY CAN EXPECT THE ARR. HOWEVER; IN THIS INSTANCE THE CTLR DID NOT SINCE THE IFR FLT PLAN WAS CANCELLED PRIOR TO REACHING THE DEST. HE WAS ADVISED THAT ATC IS NOT OBLIGATED TO PASS ON THE ARR SINCE THE ACFT IS NOT ON ANY FLT PLAN AND MAY NOT ELECT TO FOLLOW THROUGH WITH A LNDG. THE RPTR APPRECIATED THIS CALL.