I just don't like conflict, and I find the whole thing daunting.
But again, it's different depending on the reason why you are leaving. In your case, you have a very legitimate reason. You asked them about JO, they told you "no", you are going to another gym which will give your DD a chance. It's not like you are leaving because you have a problem with a coach, or coaching style, or whatever. I don't think there will be a conflict. My DD switched for the same reason, and they were very nice and understanding. So, don't worry too much about this, think what's best for your DD.