If you're shopping around this can mean your employer has already refused to invest in you, no?
Obviously you are omitting the myriad of cases that an employer would like to invest in you but can't (yet) from your statement. Plenty of things like a lack of funding, individual ability, market timing, etc. prevents them from investing in you.
If I was waiting for the cash flow to move someone from A to B, and was working diligently to do so, to then have them state they are looking elsewhere for the B position, I would clearly re-evaluate my candidate selection as they may be gone by the time I get the opportunity to promote.