If you start a 'permanent role' with them, having already secured a next role, then it is unethical. That means you know, going in, that this is not effectively 'permanent'.

However. Having already started with them, if you find a better role, there is nothing unethical about taking that unless it contradicts an enforceable employment agreement. Maybe the role wasn't what you thought, or someone else has valued you more highly (in remuneration, working conditions or other benefits). It goes both ways and incentivising retention is up to the business - it's the flipside of lay-offs.