Is it wrong of me?

I got my first job on (day it opened) August 28th, 2019 at a small business here in my small town. Back then I had been trying to get a job for like 2 years but nobody was hiring. My old boss/owner sold the building and business to one of my co-workers sister & her husband and since taking over (Since February of this year) I have struggled being “happy” there, I also don’t make that much money. I’m considering applying for our local Walmart, it is wrong of me to want to apply somewhere else? It is wrong of me to quit if I get this job at Walmart? I feel like since I’ve been there for the store since it first opened I’ve grown attached and don’t want to hurt anyone’s feelings. But I really want/need the money difference and change of environment