Hi there!
We were approved for a visa that we received in 2010. It was kind of a back up plan, we had no real plans to move but were both concerned about getting laid off, and wanted the option to go to Canada. We were a bit clueless - we got the visa very fast and were expecting it to take a year and really didn't think about it expiring. I don't regret the application because we may have needed to move to Canada but it just didn't work out. I emailed Mexico City asking them to extend the visa but they said no, we would have to apply again and pay the fees again. I was pretty bummed to let it expire because it took SO much work and wasn't cheap but we couldn't just land and return to the US because my husband has no status here so we had no choice.
I don't know what stage you are at but if you are past the point of a refund, I would let the visa get approved and then just let it expire. Before it expires, tell the VO you won't be using it because of a change of plans. In my experience, they don't really care why you didn't use it and it doesn't hurt you with a second application as long as you give a reasonable explanation. I wrote a letter saying this was our second application and that we had to let the first expire because of some unexpected life changes and mentioned that I was pregnant at the time.
We got the second visa after just over 1 month of getting the VO AOR so I do think a previous approval helped us with the second application a lot.
So I would not withdraw.