I received an RFE on my I-140, the main goal of this RFE is to make sure I have been with my company for the last few years, and that I am still there.
Would they care so much about that if they were going to let people change company before I-140 approval? Not sure. I don't want to be too pessimistic, but I would suggest everyone to wait for I-140 Approval before switching to another place.