Unfortunately, we can not cancel the withdrawal transaction once tokens are burnt from the Polygon Mainnet.

In other words, it is impossible to cancel a transaction once it is initiated.

The gas fee is not controlled by the Polygon. The gas fee is totally dependent on the network congestion and the number of transactions in a particular block on the Ethereum Mainnet.

If you think you can not afford the current gas fee, you can wait and try to proceed with your transaction later when the gas fee is on the lower side.

You can also monitor the gas fee on the Ethereum Mainnet from here:

https://etherscan.io/gastracker