When you go to look for your next job -- hey, it happens -- they're going to ask you "what did you do at your last company?" You want to be able to say, "I wrote this amazing piece of software, way above my paygrade, that made the whole office purr like a well-oiled kitten," not "I did what I was told, I got paid, I went home."
Similarly, if you stay in your current position, you want to be able to show off the wonderful things you've done for your office. Giving them the software means job security, because you can say, "Look at this. I am your god. And oh, by the way, nobody really knows how to maintain this sucker but me."* It's also a tangible reflection of your work ethic.
All this can open doors for you. Don't blow it by coming across as lazy, small-minded, or ungrateful to your employer.
There's an economic principle here called "sunk costs." You've already done most of the work on this project, and it sounds like this company is the only one that could really use it. If the software never gets used, then its whole value is the joy and enlightenment you got from writing it.
* I don't advise getting into a situation where nobody can take over your position. I've been there.