Should I demand passwords to be changed immediately so that I don't have access?
It should not be necessary for you to do so, if your company is mindful of security and operating under best practices. Your company should realize a terminated employee with active access is a security risk to the organization. While you may not have malicious intent, there still exists the possibility of you doing harm, such as stealing confidential data, or sabotage through logic bombs / backdoors.
In all of the places I worked, as an information technology auditor / Sec. professional, there is a well defined termination process whereby departing employees have their access credentials revoked, whether automatically (the ideal method) or manually through a ticketing system.
The company is also taking on unnecessary risk, as a disgruntled former employee can hack into the system if access is still active past their employment, through remote means if he has equipment such a company phone / tablet / laptop.