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That might happen if you have Protected Registration added to the domain. This special service prevents the domain from being removed from your account in a number of ways. You would need to cancel Protected Registration (if you have it) in order to disable automatic renewal or transfer the domain. For more information, please see this article.
If you don't have Protected Registration, I recommend reaching out to our support team so they can look into what's happening.
Cancelling the domain would cancel the automatic renewal. If your domain has protected registration, you'd need to cancel that first using the instructions Jesse provided above. Once that's done, you can cancel the domain.
I'd like to unlock my domain but the option isn't even there - it just says Domain Lock: On. And I do not have protected registration activated.
Can you tell me please how to fix this?