It has been done - Southwark Council views it as a money earner, so charges an arm and a leg (you should think in multiples of útens of thousands) to disconnect even though the real change/cost is next to nothing.
Did you successfully fight it? Or know someone who has? A group of homeowners on our estate are thinking of disconnecting because of the high bills and constant breakdowns from Southwark Council's district heating. It would be great to hear how much they paid to disconnect.