Hi
Notifications are based on Activities and their Activity Type.
There are some auto generated activites, when you update tickets.
In your case , for example, you update a Request with the Status set to "Cancelled".
Because the "Cancelled" status will make the Request inactive( same as for Status "Close")
the system creates an Activity Log of type "Close".
Hence a notification is sent out based on this "Close" activity.
You might be able to send out different notification messages by configuring
condition based notification rules.
The condition might check if the current Status is "Cancelled" and will use a different message template to sent.
You would still have a "Close" activity in your request, but different messages when Status "Cancelled" was set.
Hope this clarifies the current behavior and helps a bit
Regards.
..........Michael