I agree - but the fact remains you are transferring the servicing - unless you can treat this as a payoff instead of a sale.
You might look at the following to see if it will bail you out:
ii) The Notice of Transfer shall be delivered to the borrower by the transferor servicer or the transferee servicer not more than 30 days after the effective date of the transfer of the servicing of the mortgage servicing loan in any case in which the transfer of servicing is preceded by:
(A) Termination of the contract for servicing the loan for cause;
You are transferring your servicing for cause, the cause being at the borrower's request. (Don't know if it will hold water, but it should be at least a slow leak.)
BTW, with this being an isolated case - I'd probably lose this one in the stack somewhere.