I've had the same experience with Audible, who make it easy to sign up but not easy to stop auto-renewal. To cancel, I had to email and they replied asking for my billing address 'for security'. They then proceeded to argue with me, telling me that their policy existed because they "like the interaction with the customers". I on the other hand did not enjoy the interaction with them.
To me it looks like the companies are getting an extra payment in before a customer manages to cancel (weekends, out of hours, remembering to), and increasing the costs of their customer support.
This is what credit card chargebacks are for. The punishment for failing to honour cancellations (which DO NOT have to be via the approved route, provided there is evidence that the company should have seen it - the reply from the CSR drone in the Zagat thread would be enough) is pretty high.
To me it looks like the companies are getting an extra payment in before a customer manages to cancel (weekends, out of hours, remembering to), and increasing the costs of their customer support.