I think a lot depends on when you plan to come back - if it's a long way away, jut do the FAA one and convert later. In its present state, the EASA licence is to be avoided unless you actually need to do one. Over the next two years or so, the learning objectives (and the questions) will be changed to something more sensible. Personally, I would wait until then.
In any case, there's nothing wrong with the US if you want to live there. Don't listen to other people - do what you want.
Phil