Supervisor's behaviour changed after I decided to move to industry
Most people would not consider you to have done anything wrong in applying to industry - but your supervisor might, because some academics consider non-academic careers to be "second-best".

However, are you sure that the change in attitude is because of this? Could it simply be that you put your supervisor down as a referee without telling them about it? That might be considered rude, leading to surprise at getting a phone call about you.