You should consider your contract, check it for clauses, leaving a consultancy company for customer you were introduced by company.
If no such thing exist, you free and clear to evaluate conditions (salary / benefits etc.) and make your employment decision.
Some may say, you have moral obligation and such, but, imho, it is not. Your salary probably is around 30% of the amounts paid by the customer
If clause exist, it is very dependent on the wording and your location.
I am not a lawyer, you may want to consult employment one :)
As an individual, you have basic right to work where and for whom you choose.
Too broad, restrictive or time-limiting clause can be considered null and void as infringing on that right
Thank you for downvote without comment, shows that it was read and someone see it as danger to their profit margin :)