I did all my training in the UK. If I were to do it all again, I would do all my training in the UK.
I never found any of it particularly difficult or massively stressful, so the argument for going to the US to get a more "relaxed introduction" is not applicable in my case and therefore many others.
We all learn best in different ways so "having the option" if you want to call it that, is quite a good thing. Only you know as an individual what is best FOR YOU.
This topic is discussed so much, and it will be for as long as the rules allow it. There will never be a "right or wrong" way, as what is better for one individual is not for someone else.
Personally for me the ball ache of going to the US and everything that goes with it, compared to doing everything in my backyard was a no brainer. But being an individual is what makes the world go round, and it keeps life interesting.
Edited to say after reading my post again, I want to point out that I certainly didn't find it "easy", it did require an awful lot of work, but at the same time it never seemed "impossible"