Although you are getting trained for free, if you have no job prospects after qualifying then its not much use. With a fresh ICAO CPL and not EASA, your employment opportunities are limited (maybe Africa or Far East?); but if you are getting your licence paid for, won't your sponsors want some work out of you when you are finished?
Once you have a few years of experience in your logbook, converting ATPL licence to EASA is much easier.
You have to ask yourself where that first job will come from, and target your training towards that goal.