Follow Up to Assignment Nightmare

Well I have heeded everyone's advice and found a new agency. They got me the assignment I wanted and the shift I wanted within a week of my first contact with them and the housing is already in the works. They also compromised with me about my start date since my orientation overlapped with my current assignment. The pay is right, the benefits are great and I am looking forward to the change. This is the problem. I just let my current agency know via email that I would not be renewing with them. I just said it was for personal reasons(I really don't want to get into it with them) So I immediately get a phone call wanting to know " what had transpired " . I really hate conflict and would rather just part ways without any confrontation so I didnt answer the phone. I don't want to say that it is because I dont feel they have my best interest in mind, they are disorganized and just overall suck. I.E. I was told my W2 was mailed out on the 31 of Jan and when I still hadnt gotten it I called and asked if it was sent to the wrong address since my mail from them had gone to wrong address for 5 months even though I changed it with them 5 TIMES. Agency immediately got defensive and said they had sent it to right address. Well lo and behold I finally get w2 and on it was my old address and it had been returned to agency as Return to Sender. So I just really dont want to get into it all. What should I say?