Loyalty is a two-way street and always has been. Self-sacrifice is for the desperate and the dumb. No one should demand more of you than they are willing to ask of themselves. Well, if you want to be the last man in the bunker and get captured by the Russians and go to Siberia for 10 years, go ahead. But the smart people wanted to go to Canada.
Loyalty is fine.
But it has its limits, usually at the loss of your paycheck. The girl's club will hate you for sure. People will take sides. You're now office gossip topic one with a bullet. You can make peace with your girlfriend, which might lessen the damage.