Practice Approach Handoff

I was flying in Northern California the other day, VFR without a cloud in
the sky, and asked Oakland Center for a practice ILS approach to Chico, a
nearby towered airport. I said I would terminate the approach with a missed
approach and then depart the area without flight following.

The controller agreed and gave me vectors to final, but said I would have to
fly my own altitudes. I'd never heard that before, but it wasn't a problem
for me. After getting established on the localizer, he told me to squawk
VFR and to go to the tower frequency. I did, and reported my position to
the tower, who acted surprised that I was there and didn't seem to know
anything about me or my intentions.

I thought that when I get a practice approach from Center or Approach, they
coordinate the handoff to the control tower. But that didn't seem to be the
case this time. What do you think was going on? What's normal?

Best,
Dennis