Pretty soon, we'll hear about companies who won't interview employed workers, because obviously if you're looking around while you've already got a job, it means you're not a loyal employee.
Of course, what I actually say is, "I really enjoyed my time at BigCo, and I learned a lot there, but I'm looking to broaden and deepen my skills. Your job, because of <differences x, y, and z> seems like it'd be a good fit for that."