What argument can you possibly make for an ethical burden that amounts to one-sided loyalty? The REASON is would be immoral to have no loyalty to an employer is because it makes the employers loyalty one-sided. If the employer abandons their loyalty towards employees, as all modern employers did throughout the 1980s and have now established as standard business practice, then there is no ethical burden on the employee to remain loyal. In fact, it becomes unethical to be loyal, a betrayal of your family and self for an entity that does not respect you. I am sure there are a great many employers who expect that they should be permitted to acquire dirt cheap labor to build their profits with no consequences. Their desires are irrelevant.
"Make game of that which makes as much of thee."