I managed to get things working by using:
include_once("wp-config.php");
include_once("wp-includes/wp-db.php");
global $wpdb;
$sql = "UPDATE wp_pmpro_memberships_users
SET wp_pmpro_memberships_users.status="admin_cancelled"
WHERE wp_pmpro_memberships_users.user_id IN
(
/*Select all users that have an active Membership but no active Subscription*/
SELECT pmpro.user_id FROM wp_pmpro_memberships_users as pmpro
JOIN wp_pmpro_membership_levels as pmprol ON pmprol.id=pmpro.membership_id
JOIN wp_users ON pmpro.user_id = wp_users.ID
WHERE pmpro.status="active"
AND pmpro.user_id NOT IN
(
/*Select all users that have an active Subscription*/
SELECT meta.meta_value
FROM wp_posts as p
JOIN wp_postmeta as meta
ON meta.post_id = p.id
JOIN wp_users as u
ON meta.meta_value = u.id
WHERE post_type LIKE 'shop_subscription'
AND post_status LIKE 'wc-active'
AND meta.meta_key = '_customer_user'
)
)";
$results = $wpdb->get_results($sql);