Wouldn't worry about it. I've left two jobs just since 09/11 and simply be honest with the interviewers.
"An opportunity presented itself which offered better compensation, improved quality of life, more time with my family, etc."
Pilots are very loyal people. We treat our airlines like a marriage (or a favorite football team). We are generally willing to go down with the ship. Why? At the first indication of economic strife they will display no such loyalty to you!
If you have truly found what you perceive to be a better offer -- take it. Having to explain it in yet ANOTHER interview down the road is not a reason to sacrifice your quality of life in the short-term. Who knows? Perhaps this better job may be your last.
Despite all of the talk about the 2007 hiring boom, there will still be thousands of pilots who will -- either by choice or by the hand of fate -- not make the transition to the so-called "majors". Might as well position yourself as best as is possible for that eventuality.