How to cancel recurring Paypal subscription in Membership plugin

A member having a membership subscription via PayPal Standard Gateway, get this
https://static.livechatinc.com/8801096/P85MY5VT9U/d32f841c6aa67cd3828497380d2ab6ee/Capture.PNG
if he tried to cancel his subscription.
It'll not cancel by clicking on unsubscribe button, but it'll only redirect to PayPal site.
Please confirm, if this is the default webflow and if this can be done via his WP account page directly.