Go home to Europe? I would earn less, wouldn't get my home base so would still be away from home anyway, career would take a step back, and I would have less disposable income to what I have here.
The trick is probably to not leave Europe in the first place. There was a time when after not too many years in the Middle East you could go home with enough cash to buy property and have a mortgage free hobby-job. That's gone now and if you go home early you won't catch up on lost seniority and commensurate income.
Even the positive posts on this board have a hint of faint praise, frustration, compromise and even slight despair.