This observation was known from the post-treatment phase of ROCKET-AF and is reflected in the new Xarelto label that includes a black box warning about discontinuation and explanations (in the guide) on the need to consult a doc before discontinuing the drug plus instructions on switching and transitioning:
Also note that the big difference Piccini et. al. talk about was at the end of the study when blinded transition to open label warfarin occurred, probably because patients were insufficiently converted to warfarin i.e without proper bridging of anticoagulation coverage during the transition to a therapeutic INR.