I am a 4th-year undergraduate student and have been working in two joint research groups (voluntarily, no credit from a course, no pay) for more than a year. I have applied to some Master's and PhD programs but while I was doing that I have talked with PIs of the research groups and they said that they want me to stay in that university to do my Master's and PhD there. At that time, I was getting rejected from some of the PhD programs and I feared that I will get into any program, so I told them that I will stay (I didn't lie, that was my actual intention at that time).
But, now I have been accepted to the PhD program that I wanted most and accepted the offer directly.
Since I have started working with them, they have been great advisors, very generous, kind and they definitely have changed my entire life, let alone my academic career. The research environment and the post-docs have been also quite good and we have even published an article which I am also a coauthor.
Given that I have (prematurely) told them I will stay there (at that time, the applications hadn't even started) and now will go elsewhere, I feel like I am cheating them and thing that this will "burn the bridges", which I definitely don't want.
Given the situation, how to approach my PIs and tell them I will not stay there for my graduate studies? They even asked me how I was doing in this epidemic multiple times, so I cannot simply write a cold, professional email.
Note that, the field I have been working in there and the one I will work during my PhD are quite close, so we (me and my advisors) could possibly collaborate in the future, and in fact I would love to be in contact with them and help in any way if I can (my expertise on the field is limited but I am learning new things every day).