Personal anecdote: I had a subscription to the Philly Inquirer. They made it very easy to sign up online, but there was no way to cancel online. The website only said "call the sales team to cancel".
I changed my home address to California, and shortly after, a new "Cancel Subscription" button appeared on the PI website, which worked great.
I think in this case you just need to change your mailing address with them. There is a California law (and from other comments it looks like 4 other states) that requires them to allow easy cancelations to CA residents. And since it is probably too much work for them to prove you are a CA resident, they just have the logic check if your address is in CA to enable the online cancelation (since they have online signup)
I changed my home address to California, and shortly after, a new "Cancel Subscription" button appeared on the PI website, which worked great.