Hey Man,
I was one of the guys that decided to live abroad right after University in Czech Republic and I never regretted it once. Long story short if I can offer my opinion. If its something that you have to do and is itching in your head you HAVE to do it. It is tough with societal pressures, yes, but from my experience everything works out in the end. Like you said, its kind of a first world problem so you cant lose
Experiencing different cultures, living and surviving in different countires really gets you to know yourself (sounds cheesy I know, but its true), maybe when you come back you will decide to do something totally different etc. The point is going can never be a bad choice in my opinion.
Anywho...Good Luck!