I made the same decision last year. After years of being a loyal Delta flyer, many of those years at PM and DM level, I discovered that for my international routings I could get lower fares and better service on other airlines. I used to buy M fares and use SWUs or miles to upgrade, but have been able to buy business class fares on other airlines at prices at least $500 lower than DL's M fares. And some of these fares included airport hotel accommodations for long layovers and car service to/from the airport.
My loyalty is no longer to any airline; it is to my bank account.