A C560XL CREW DID NOT CONTINUE SQUAWKING A DISCRETE XPONDER CODE AFTER CANCELING IFR AND PROCEEDING TO AN ARPT IN AN ADIZ.

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WE WERE BEING VECTORED FOR A VISUAL APCH. WE WERE TOLD TO RPT THE FIELD IN SIGHT TO COMPLETE THE VISUAL APCH TO RWY 15. I RPTED IN SIGHT AND WAS TOLD TO GO TO ADVISORY FREQ (CTAF). I ASKED IF HE WANTED US TO CANCEL IFR IN AIR OR ON THE GND. HE SAID IT WAS OUR CHOICE. I CANCELLED IN THE AIR AND WAS TOLD TO SQUAWK VFR. ON ARRIVING; THE LINEMAN SAID APCH WANTED TO TALK TO ME. I CALLED; AND THE PARTY I TALKED TO COULD NOT FIND ANYTHING ABOUT WANTING THE CALL. SO I CONSIDERED THE MATTER CLOSED. THE FAA NOW WANTS TO TALK TO ME ABOUT IT. HAVEN'T MADE CONTACT WITH THE FAA YET. MADE CONTACT WITH FAA OFFICE INVESTIGATING VIOLATION OF ADIZ SPECIAL PROCS. AWAITING OUTCOME OF INVESTIGATION. THIS DISCREPANCY IS A MISUNDERSTANDING OF COMS OR A MISCOMMUNICATION. CALLBACK CONVERSATION WITH RPTR REVEALED THE FOLLOWING INFO: THE RPTR SWEARS THE APCH CTLR INSTRUCTED HIM TO SQUAWK VFR WHEN THE CREW CANCELLED IFR PRIOR TO LNDG. HE DID ADMIT THAT THEY ARE SO SPRING LOADED TO HEARING THE INSTRUCTIONS 'SQUAWK VFR AND CALL CTAF' THAT THEY MAY HAVE AUTOMATICALLY SWITCHED EVEN THOUGH THE CTLR MAY NOT HAVE GIVEN THE LATER COMMAND AS PER THE ADIZ GUIDELINES. THE OTHER ISSUE FOR THE RPTR WAS THAT WHEN HE CALLED APCH ON THE LAND LINE HE WAS TOLD THERE WAS NO ISSUE; SO MENTALLY HE DROPPED HIS CONCERN UNTIL THE FAA CALLED AND SAID HE WAS UNDER INVESTIGATION. THE TAPES HAVE BEEN PULLED AND THE FAA ADVISED THE RPTR TO FILE HIS ASRS RPT FORM.