Yes! If you created your account from the Thinkific app in the Shopify marketplace, you can cancel your Thinkific account directly from Shopify.
You can simply uninstall the Thinkific app from your Shopify account. See instructions on that here: Shopify - Uninstall an app
This specifically applies to accounts created from the Thinkific app in the Shopify marketplace. If you created your Thinkific account independent from Shopify or aren't sure, please reach out!