He has never violated any of this oaths.
1. He is wounded in battle during RR and doesn't recover until the war is over. He's spared by Robert - what's he supposed to do, ask Robert to kill him?
2. You can't quit the KG, and until Joffrey became King, you couldn't dismiss one either. Why wouldn't he bend the knee and serve Robert after Aerys died?
3. Joffrey was the king, and Cersei the regent. What does the dead king's will matter to a man who is now supposed to guard Joffrey with his life? And if you remember, he seemed upset that Cersei tore the will up, but there's nothing he could do about it.
4. He was dismissed from the KG and the Gold Cloaks tried to kill him. The man's been a knight his whole life, and knows pretty much nothing except serving a King. He's got no reason to join up with any of the Westerosi Kings, aside from maybe Stannis. He chooses Daenerys out of personal loyalty to the Targaryens, who he never betrayed.
Edited by Tommen's Kitten Mittens, 08 May 2014 - 11:46 PM.