As someone who reviews graduate applications as part of my job, I can say this literally never enters into my calculus on whether I admit a student. If there was a problem, it will show up in the form of their reference letters, otherwise, switching schools between an MS and a PhD is common.
If anything, “mastering” out of a PhD program would be viewed negatively by me if I actually had access to that information. It would imply there were potentially some motivation issues that would give me pause about a student’s odds of completing the program.