It’s more expensive to live in a non-developed country than a developed one. Now a close to developed country might be an interesting choice since the prices are still low but the quality is fairly similar.
Having spent more time of my life in more developed countries, I find that a lot of little behaviors that are normal back in India really grate on me which aren't as big of a thing in, say, the US.
Basic things like behavior on public transport, over in the US you can generally seem to rely on people standing to the sides of the door in a rough line until people have stepped off, while in India you have to push your way through the crowd trying to push its way in. It's hard to get used to those sorts of things, and many of them aren't meaningfully addressed by simply being wealthy (since similar behaviors carry over to, say, shopping).
Plus, it's even worse for women, who really can't just not acknowledge social ills in India as they can have a significant influence on their safety.
The potential problem is: you've spent a big chunk of your adult life living in a developed nation, and despite your massively enhanced purchasing power, you are returning to a developing one, with all the concomitant physical discomforts and social ills.
But social ills are only a problem if you acknowledge them, and physical discomforts are largely solved with a money bubble, so... there we are.