If your instructor is against you branching out and bettering yourself, trying new things, they don't care much about you and only want your money. So go ahead and go somwhere else, if they are reasonable they will be for it.
Member of DaJoGen MMA school under Dave Hagen and Team Chaos fight team under Denver Mangiyatan and Chris Toquero, ran out of Zanshin Martial Arts in Salem Oregon: http://www.zanshinarts.org/Home.aspx,