I am also under the same situation. This is what I believe, there are 2 different situations:
1. You had more than 1 year experience under NOC 0,A,B and applied for PR. You then got your invitation, and sent a letter from your employee proving that you worked there or having been working there for more than 1 year, you got the points. Done!! there is no attachment between you and your company, no LMIA, no sponsor, no Closed Work Visa. You are Free to go.
2. You asked your company to sponsor you, give you LMIA for PR or for a work vista, or anything that may have you attached to your company, then you can't leave until the process is ended.
My concern about #1 is that if you leave, and by any chance IRCC/CIC ask you for any extra document about your process that may require the help of your company again, there is a good chance they won't give it to you. Thats why is so hard for me to decide to leave.