You trained yourself, you paid for your schooling, you continue to learn on your own dollar for the company. The company doesn't pay for any of that anymore like back in the day, so yes, you must do what you can to keep your career flowing, jobs are just stepping stones, they aren't entitled to loyalty, because they stopped being loyal first.
Every company I've worked at has given me a yearly budget for education, or has just had a rubber stamp policy of paying for classes. I know a few older people whose companies paid for them to take night classes, but I didn't know it was as common as all that.