"Coach, I've decided to play with a college prep team. And, I'd like to continue training with you. If you have a problem with continuing our training arrangement, please let me know. Thank you, Coach.
Short, succinct, to the point. If he asks why a team change, the prep schedule is more conducive to your current needs/situation. Nothing more. If he hesitates about the training, then thank him for all he has done for you...the help & guidance he has provided. Bye Bye!
Start from your position of decision & don't give him any room to discuss or prod you. This will demonstrate maturity & decisiveness in both team selection & training. Are you paying anything for the training? If so, he's basically your contract employee. If not, then consider asking what he would charge for that service & then you decide if you can afford it...