It's stupid when places act like they own you or something when you leave. Because you know they'd lay you off if they needed to and not lose much sleep over it. It's a business and you have to do what is best for you. You found something better for you and closer to home. Decent people wouldn't begrudge that.
I guess I've been fairly lucky. My college boss tried to hire me, but was very well below the starting salary for my profession...it was a kind of awkward convo because he was, honestly, offering me huge money for what he was hiring me for so he thought I should be impressed...but it worked out...essentially I was able to express to him that I was very grateful that he wanted to hire me, and thankful for the opportunity, but I couldn't accept it, and I also understood his business, he really couldn't offer more than that, and that while I would love the job, I also had to pay off student loans, so I had to go make bank.
Other than that, the only stupid convo I had was I bartended for a while after being laid off. When I got hired, the owner asked me about why a 4 year degree guy would want to bartend. I told him that I would be honest with him and that I wasn't sure how long it would last, but I wouldn't rule anything out, and in the meantime, I'd appreciate the opportunity to learn the business and learn from him, and I'd give him hard work for my wages. I probably flattered him a little too much, as he was all butthurt when I got a better job in a few months, and said about the same loyalty and ****.
Besides that, it's been 'hate to see you go, but I understand, keep in touch...need anything, holler' stuff.