Switching PhD programs after earning M.S
professors are people and understand that life happens. I do not think I would enjoy working with a colleague who would have a vendetta against a student for wanting to leave the program in order to move with their soon-to-be spouse. Be open with your supervisor and ask for their advise. 

Also, if you want to go into industry/government, do not underestimate the importance of a phd. The ability to apply for grants or oversee a lab is valuable.