I train at an independent, non-affiliated, dojo. My sensei has many times over the years stated that he has no problem with his students leaving and learning as many new and different things as they can. My sensei has had a hand in changing my life for the better, and I respect him a great deal.
My advice to you is to not abandon your sensei completely. Whether it's readily apparent or not, he's probably formed a connection with you. Also, don't put too much stock in the importance of organizations. Don't even place too much imprtance on the skill level of the other instructor! Ask yourself if your sensei is holding anything back when he teaches you...
Due to the fact that I haven't jumped through the requisite hoops of their organizations, some other sensei may not recognize my rank; I don't give a rat's rear end.
If I'm good enough to meet Sensei Williams' standards, I know I've earned those certificates I worked so hard for. My sensei keeps nothing from me. I, in turn, share everything with my students on the nights when I teach.
Don't keep anything from your sensei. Ask him about it.