We have recently closed our account with a correspondent bank that we ordered currency through. This correspondent was on our exemption list. Since we are no longer going to need them on our exempt list, do I need to send in a revocation or not?

There is no requirement to submit a revocation in the instructions for the current DEP form. Nor is there an instruction not to do so. You technically cannot take away a bank's exemption, anyhow. And there's perhaps the possibility you'd do a cash transaction with this bank in the future, with or without an account.

In this case, I think I'd "let sleeping dogs lie."