Hi Ramoo,
As per CIC operational Guidance, London visa office will continue to process your case as long as you were eligible to it at the time of INITIAL APPLICATION TO CIO and even if you changed your country of residence after that, here is the extraction from OP6 :
"Visa offices are not required to transfer files for any other reasons. Such reasons include cases of
applicants who comply with subsection R11(1) for the specified visa office, at the time the
application is received at the CIO, but subsequently leave the territory of the specified visa office.
In these cases, the original visa office should proceed with a final determination of eligibility and
process the application if eligible. The visa office should not transfer the file to another visa office"
http://www.cic.gc.ca/english/resources/manuals/op/op06-eng.pdf
Check last paragraph of page 23.
Do not ask to change visa office , just inform London that you changed your address (to Canada), your case will continue to be processed in London, As Saki said no need to create unecessary delay.
Good Luck

Moataz