You loan your labor to a company at a cost. When there is an opportunity to earn more for yourself then don't think of it as quitting, think of it as loaning out your assets to the highest bidder. No company would ever do the opposite and neither should you. Find ways to improve the income of this asset so you can either earn more or put less wear and tear on this asset.
You and your business is more important than anyone else's business. Don't abuse your asset for someone else's interest.
Just wanted to say that because I've been seeing a lot of people worried about two week notices and leaving your employer in a bad situation. They don't matter, you do.