I have also had some of my own.nz domains which I had registered with a low cost domain provider (not the same one reffered to above), but after they raised their fees, I transferred them to another registrar. They too continued to send me domain renewal reminders. Their excuse when I asked them why they were sending them, was that their system couldn't detect that the domain had transferred.
How normal is this? Is it something that the DNC should be looking at?