If i want to change my primary care physician do i have to tell them?

Your choice: You don't have it. You have every right to change doctors. Although as a primary care doc, it's always nice to know when and why a patient is leaving, just so we know what can be done better.

Not a requirement: Patients switch doctors all of the time. Sometimes it is for lack of results, sometimes for better geography, and sometimes a personality issue. Your doctor is likely to find out you switched when your records are requested to be transfered. Some will tell why they switched because it might improve the behavior of the first physician. Most however, do not tell.