To me it comes down to the language barrier. Not having a good command of English (or the local language) hinders your ability to integrate with the locals. Learning English for a person from a Western country is way easier than for a Chinese person.
From my experience in the UK it was not. I spoke enough english to write and defend a PHD thesis. Yet I could never "click" with British society... even while being the "friendly mexican" I was just that... and i did want to get more "assimilated " by the culture.
It's a cultural thing, some cultures are more open and welcoming than others.
As an European who attended university in four European countries I can attest how enriching and fulfilling those years have been, and how much I have grown.
I would strongly recommend studying abroad to anybody who has the chance. Even as an introvert it was easy to make friends.