Membership - Correct behavior for Unsubscribe Button for Paypal

We are testing the "unsubscribe" button for a subscription that we signed up with Paypal.

We clicked on "Unsubscribe" button in the user's account and were redirected to the Paypal account. When we login into Paypal, we get the following message:

"The unsubscribe button you clicked is invalid. You can find the status of all subscriptions in 'My preapproved payments'."

Is this the correct behavior for the "unsubscribe"? Do we need to manually remove the subscription in Paypal account?

We ask this because we've used another plugin in the past that automatically cancelled the Paypal recurring payment once the user clicked on "Unsubscribe".