Hi - if you have made a claim to Convention refugee status it is probable that you are the subject of a conditional removal order. Once your claim ceases - by being withdrawn, abandoned or decided negatively - you become the subject of an executable removal order. The CBSA starts their work to remove you from Canada.
So, you can withdraw the claim but then you are facing imminent removal from Canada.
Making a claim to Convention refugee status is a very serious decision. If it doesn't get approved then you've limited your options in a wide variety of ways for the rest of your life.
What country are you from?