Moving to a new domain means new link building. You can 301 all you want but it's just not the same. Close, but it's never feels as pure as your first.
I'd business-case it. Will the keyword-as-domain give you some ranking power? Probably. Will the boost be worth the $2500? Well...maybe. Also take into consideration what happens if someone else snatches that domain up. Then $2500 might not look so bad when faced with a competitor with a new full tank of SEO gas.