I had the same issue with vodafone, but.. T-mobile have moved with the times and allow you to disconnect over the phone. It does seem crazy in this day and age to want a written letter.. but then again as you pointed out its just a ploy to get extra money from you.
I took great pleasure in writing the letter to voda, last year i took out a special deal, £9.99 a month (£8 discount) as it was very rearly used. 2months into the contract they wrote to us telling use the price has gone up to 19.99 a month, me thinking i was protected under the new contract thought it was fine, but when bill arrived it was for 19.99, they said "check the small print on the contract", this states they can give you 28days notice for price changes contract or no contract. I wrote on the disconnection letter check my small print "up yours wan***S".
I had that number for 15years on basically the same contract, i will NEVER touch vodafone again.