If we left Thailand without canceling the work permit,but we tell the imigration staff in the airport that we will not come back again to Thailand for continuing our Visa/ work permit, will our work permit and Visa auotomatically be cancelled? 

Neither are automatically cancelled. 

 

It won’t be a problem unless you plan on working in the country again. But retrospective cancellations are possible IF necessary.

Don't complicate your life. Just leave. Non issue.