This is something I've thought about a lot, partially because I feel fortunate in the opportunities in my life presently, so when there's a chance to up and go some place I'm forced to weigh opportunity cost. Correct me if I'm wrong, but to me it sounds like you're saying that the opportunity to work in another country is almost always a greater opportunity?
Of course there is an opportunity cost, and if you have family and kids it might be too high, but if I was in that situation, I'd try to take my family with me. I have other friends and acquaintances that lived elsewhere for a few years as a kid, and all of them only had positive stories to tell of it.
The cornerstone of intellectualism is the ability to imagine the world from different perspectives, to realize that not everyone is the same, and nothing teaches you that like traveling or moving to a different country, and it will make you a better person.
for the last several years of my life since I did it, it's been one of my cornerstone experiences.
Going to a different country will teach you things both about the place you move to, and about your home. It will give you new perspectives and experiences that you can't get any other way. You will be a better person for it.
And if it doesn't work out, you can always move back.