If all you did was take the DM class at the dive shop, and there is no internship ongoing, then no, you do not have an obligation to be loyal to that shop. And as you continue on, if the standards of the training agency as well as your own are not being met, it is best to move along. However, as a professional in the dive industry, one might argue that you are duty bound to discuss these shortcomings with the shop and/or instructors in a professional manner. Perhaps there is something you do not understand or maybe you can help them improve.