Not that Fox was ever very close to the PAN - even though he was a federal deputy for the party already back in 1988 and won the presidency on the PAN label in 2000, he pretty much ignored the party when in government, an amazingly stupid approach given his infamous inability to get anything done as president.
That Fox will simply cease to be a member is also convenient for the party itself, as it will avoid the messy spectacle of a protracted expulsion process. Fox, for his part, will go down in history as the candidate who kicked the PRI out of national power, but then helped it get back in again in 2012. And not very much more.