It's curtesy, I'd say. A therapist ought to be concerned if a client just vanishes--much better an honest face-to-face explanation of why you're moving on. He didn't send you off in a traumatised state, you decided to change paths & his break seemed a good time ... You found someone you fit with & want to try for now. Thank you for the work we've done.

It clears the air between the therapists as well, so T1 knows T2 didn't steel you away. I know it puts you in an uncomfortable position ... But if you think about it objectively, it settles some business matters for the psychologists.

Awkward for you, but less awkward for them. They get off easy. Sorry, it's their world ...