Well you have to mark the whole order as cancelled or refunded in case of refunds then the user will be removed from the course . 

IF this is not happening then please share your product url(which gives access to 5 courses) and admin creds.

Please share your site url and admin creds in private reply

Please clarify, on cancellation of the order the user is not removed from the courses attached to the product. ?

Open the product in front end, and see if you can locate connected courses in it below the title to confirm this.

Thank you, for confirming this. 

I suspect the process is breaking in between as the removal runs in a loop and since first course is done, the PHP process might be timed out.

I am testing the same and not getting any errors. Is it possible to get hold of the error log from the server.

Please update your plugins , your plugins are two years old.