If you call Approach and ask to change frequencies to the Class D Tower and Approach replies, "no stay with me," the dilemma is of your own making.One exception that I can think of is that when you are faced with violating one or the other of two conflicting regulations, you have to choose which one to violate. So if you believe that a controller has the authority to require the pilot of a VFR aircraft to remain on frequency when not otherwise required to do so, and if you further believe that entering class D airspace while in contact with approach control is a violation, then you have a dilemma. The best way to resolve that delemma, IMO, in order of priority, is to take whatever action is most likely to (1) result in a safe outcome of the flight, or (2) avoid an enforcement action.
Dunno if I did in this thread, but I have told the story of planning to transition through (not over) a Class D with a student. We were not receiving Flight Following, so my student dutifully called the Tower for transition. "Contact Approach on..."
Point is, in the case of TRACON vs Class D, we pilots don't know where the jurisdiction of one actually ends and the other begins. The ATC Handbook actually recognizes this when it says, " The pilot is not expected to obtain his/her own authorization through each area when in contact with a radar facility" (italics in the Order) when discussing ATC's coordination obligation
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