In order for a cancelation to be made with paypal_r, you need to go to the paypal site to do it- this is because the actual payment is being made there. David
Both paypal_pro and paypal_r plugins in latest version support recurring payments. In regards to cancellations, link should just redirect you to your paypal account. Are you sure that you specify correct business address in your account, did you tested signups if yes was there any issues as well?