You should let the visa office processing the application know about the change in status and let them know how you plan to support yourselves, what your plan is to look for another job, etc. In the fine print of the application you submitted you commit to letting CIC know if there's any changes in your situation so it's best to send them that note.
It shouldn't be a problem, as others have said, since you can support yourselves.
Good luck in your job hunt!