How do I not feel bad about leaving a company that’s been bad to me?

Title says it all. I’m not the typical person to post here but I figured y’all could talk some sense into me. I have other jobs lined up right now but I feel guilty taking them and walking out on this thrift store job that has been terrible to me. They even found out about one of my interviews recently and questioned me about it, which made me very uncomfortable. I feel like talking about this and getting it off my chest as a way of feeling better, hope y’all can help.