Do what you think is best for your long term interests. Thats how I ended up on the other side of the world. I had job and was bored, so I looked abroad. Went to London and did a couple of job interviews and ended up with two job offers on hand. Never made a secret of it, that I was entertaining other offers. The night before accepting one of the offers, I got headhunted to New Zealand. That is, I got job a interview set up the same night (2:30am my time) and accepted that offer instead, dropping both of the first two offers. 5 weeks later I landed in Auckland with my 3 sportsbags
Some people prefer to keep it low profile, I always preferred honesty, telling people why I need time to consider all options.