Drop the drama, it's a business transaction. You don't work for the government, you work for the contracting company.

Pack your personal effects and inform your company boss in writing that you intend to leave their employment, effective immediately. You don't need to justify your decision to leave, so don't.

If you want to tell the on-site supervisor, go ahead, but you have no obligation to do so. If you are willing to work for some period of time, to make an orderly transition of your work, make that known.

There's a 75/25 chance that you'll get walked out, so don't stress it.