Cancellation email to notify affiliates.

I just recently discovered that when a customer cancels an order and there is an affiliate associated with it the affiliate doesn't get notified of the cancellation.  The sale and commission just disappears from the affiliate report.

If the affiliate just relies on the report then it isn't an issue but when they cross reference their commission notifications in email with the report and the sale isn't listed it can appear nefarious.

Is there a way to automatically notify an affiliate when an order associated with them is canceled?