why are mining fees not refunded

[Findingnemo]

Since we are in a free market, the priority for confirming transactions is with the highest fees. Therefore, in terms of terminology, canceling the transaction must have a higher fee to ensure it will be included in the next block.

No. That's not a must.
If a transaction has been flagged as RBF and you replace is with a new one paying higher fee, almost all nodes will remove the original transaction from their mempool and it will the replacement transaction that will be included in the blockchain.

If you want your replacement transaction confirmed in the next block, you can pay a high fee rate so that it will be included in the next block, but that's not required if you are not in a hurry.
You can replace the original transaction with a new one and wait until the replacement transaction is confirmed.

If I am not wrong, when we do RBF or cancellation as OP requested we are not going to replace the transactions, we only create new transaction that means both the transactions will be present in the pool and one with higher fee will be confirmed and the remaining one will be removed by the nodes. Am I wrong here?

So if this logic applies to cancellation then having high fee is mandatory if we want the second transaction to be confirmed over the first one.

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[Faisal2202]

You can do that on full client wallets like Bitcoin Core if you run your own node.

So you are saying we can make transactions without paying the TX fee? or I am imagining! haha. Well if I am not then this information is new to me, I don't run any full client wallet like it, only using SPVs. hmm, if we can really make tx without paying fees using full clients then how miners and validators are going to make money? I mean this changes the whole thing/POV for me  

[_act_]

If I am not wrong, when we do RBF or cancellation as OP requested we are not going to replace the transactions, we only create new transaction that means both the transactions will be present in the pool and one with higher fee will be confirmed and the remaining one will be removed by the nodes. Am I wrong here?

The transaction is replaced by the new transaction. That is the reason it is called double spending. If you check the old transaction that is replaced on explorers, it will be invalid.

So you are saying we can make transactions without paying the TX fee? or I am imagining! haha. Well if I am not then this information is new to me, I don't run any full client wallet like it, only using SPVs. hmm, if we can really make tx without paying fees using full clients then how miners and validators are going to make money? I mean this changes the whole thing/POV for me 

The bitcoin transaction fee is in a way that people have to pay as the fee rate determines the amount of coins to be paid. But if you are one of the people that own a mining pool, you can include zero fee transaction as part of the transactions to be mined in a block and if you mine the block the transaction will be confirmed.

[hosseinimr93]

If you want your replacement transaction confirmed in the next block, you can pay a high fee rate so that it will be included in the next block, but that's not required if you are not in a hurry.
You can replace the original transaction with a new one and wait until the replacement transaction is confirmed.

It's possible that a node has the first transaction in its mempool and another node has the second transaction.
I doubt there's any node that keep both transactions in its mempool.

If the transaction has been flagged as RBF and the fee paid for the second transaction is high enough, nodes would remove the first transaction and put the second one in their mempool. So, it's true to say that the first transaction is replaced by the second one.

[nakamura12]

It id because your transaction is still on the mempool unconfirmed.

you cant imagine that it cost 4 USD for instance to cancel a transaction and 1 USD to pump it, which is more preferable, then i realized that the transaction was not sent initially, therefore, no transaction sent and confirmed can be cancelled.

Canceling a transaction always requires higher fees than pumping it.

In canceling a transaction, you change the output transactions to one of your wallet addresses, and you need to guarantee that the new transaction will be included in the next block to cancel the old transaction. Therefore, the fees must be higher than the previous transaction, while in the case of pumping old transaction. It does not matter whether the transaction is confirmed before or after pumping.

When replacing a transaction it doesn't have to be changing wallet address or using the same wallet address that you sent the coin but paying high fee will do the trick for the transaction to get included in the blockchain. There is a chance that it won't be included in the next block if the transaction fee isn't high enough. A transaction can't be cancelled as long as it is not purged from the mempool or not replaced by a new one. (I may be wrong and you are welcome to correct me).

Right. I would also do so, if the original transaction has not been flagged as RBF and I want to increase the chance of the second transaction being confirmed.
I don't have access to any data, but I don't think nodes that have not enabled full RBF yet are rare.

If RBF is not enabled then I think CPFP should be the other ways get it confirmed.

[hosseinimr93]

It id because your transaction is still on the mempool unconfirmed.

You didn't understand OP correctly.
OP cancelled the unconfirmed transaction and that means that he replaced the unconfirmed transaction with a new one paying higher fee. OP paid the fee for the replacement transaction.

If RBF is not enabled then I think CPFP should be the other ways get it confirmed.

You can't do CPFP, if you don't have control over any of outputs.

[Benedictare]

      Mining fees are not refunded because when you are cancelling your transaction you must have a higher fees to make sure that your it will be added in the next block.

   Immediately you send your transaction,It has validated your Bitcoin withdrawal on the block chain,and so when you cancel it, that process can't be reversed on the Blockchain, remember Blockchain can't be altered .

    For example,when making transaction in your traditional banking and you are transferring from one bank to another and due to network, your transaction got hand , remember that your transaction fee has been added,when it is being reversed,it doesn't come back with the fee.

[hosseinimr93]

Mining fees are not refunded because when you are cancelling your transaction you must have a higher fees to make sure that your it will be added in the next block.

The replacement transaction which is made for cancelling the original transaction doesn't have to be included in the next block.
As already said, you can replace your transaction with a one and wait until it's confirmed. 

Immediately you send your transaction,It has validated your Bitcoin withdrawal on the block chain,and so when you cancel it, that process can't be reversed on the Blockchain, remember Blockchain can't be altered .

Again wrong.
An unconfirmed transaction doesn't exist in the blockchain at all. If a transaction is in the blockchain, it has been confirmed and it can no longer replaced.