There's the sad principle that no good deed ever goes unpunished :-(
There are companies sadly that would lawyer up against you as soon as you say that you managed to access any data that you shouldn't have accessed. If you have the slightest inkling that your company is one of those, then you write them by registered mail to demand that they remove all your access to any of their servers, and you demand that they tell you in writing that all such access is gone.
Then make sure that you have evidence that you sent this letter. Evidence that they read it, or that they acted on it, is not necessary. Having sent the letter will protect you.