Am I beholden to a professor that helped my application - would it reflect poorly on me if I don't join that professor's group?
Assuming you've been accepted by the university and the department (and have it in writing, i.e. an acceptance letter) -- the short answer is no, you aren't beholden to them.

The longer answer is that while you aren't beholden to them, it sounds like they already expect that you'll be joining them. How to approach this depends more on the faculty member than anything else. Some faculty members, when told that you "want to shop around and see what the university has to offer", will gladly nod and tell you that makes perfect sense, and they're hoping you'll still join them. Others may consider this a "rejection" of their help, or even a betrayal, and thus your bridge with that faculty member is burned forever.

Here's the trick: you want to avoid the latter category of advisors anyway. So tell this potential advisor the truth, see how they react, and best of luck at your new university!