I've talked to many peers that felt too attached and emotionally connected to their first job. It can be exciting and motivating to feel that "family" vibe, but it's a dangerous slope for burnout and getting burned by the company when your personal identity hinges on your job.
When the ups and downs of your 9-5 impact your emotional and physical wellbeing outside of work, that's when it's probably time for a change.
If interviewing feels like a "betrayal" to your coworkers or the org you should probably go do that interview.
I'm sure this transcends "first job" as well! Probably at small, tight knit companies or with long tenures. "First job" is my own experience and common thing I hear in my own peer group.
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