The only role Patreon plays is in getting you the credits in the first place. From there, once you've got them, your credits will only go away when they're either a) spent on a critique or b) expire 2 months after being received. The system itself is designed such that those with more flexibility in their budgets can help subsidize the cost of feedback for everyone by maintaining their pledge as they work through the course and allowing some credits to expire, and those who have much tighter budgets that they need to control more granularly can pledge/cancel/repledge as needed to get credits when they need them.

Long story short: no, your credits do not disappear when you cancel your pledge.