It is possible to abandon the case. Whether you would be denied entry in the future is another matter. You have evinced immigrant intent by pursuing an application in the United States. This will work against you when seeking admission in the future. However, if you have strong ties to Canada, you may be to enter without issue. I encourage you to consult an attorney before withdrawing the application.
Answered on Aug 30th, 2016 at 3:31 AM