I have never heard of an airline rescinding an offer because you interviewed elsewhere. I have also never heard of airlines sharing that kind of info...and for good reason. If A offered you a job, B offered an interview, B told A that you were interviewing, and then A rescinded their job offer you could sue B for the value of your lost career at A.

Airlines would much rather you make the best choice for you BEFORE you start class. If you walk out of class they might hold a grudge.

Go to the interview. You have no practical obligation to A.