Cancel this user’s subscription at the gateway.

Hi,

This is related to Paid Memberships Pro according to their support article this option means

For the Site Administrator:

If a member contacts you directly and requests a cancellation, you can manually cancel their account through the WordPress admin. To cancel a member follow these steps:

Locate the member within the “Users” table by doing a search for their name or email address. Once you locate the member, click their name or the edit link to manage their account.
On the edit user screen, you will see a section for “Membership Level” at the bottom of the page. Choose “– None –” from the dropdown list. Once you cancel an account their recurring payment will be cancelled automatically and they will no longer be billed for membership!
If you are providing a refund, this must be handled directly through your payment gateway.

You can read more about this here https://www.paidmembershipspro.com/documentation/membership-levels/canceling-a-user-membership/.

Thanks,

Kieran.