We have been going through this as well.Although we don't have as far to travel (uk) the thought of uprooting family, leaving friends and a way of life we understand made us question wether we are doing the right thing.
Financially we will be a little better off but not enough to make that the reason for moving, but, we are using it as a chance to give a our son a private education and us a chance to spread our wings.
Everyone relocates for different reasons and only you and your family can decide if the risk is worth it, but if it is any consolation you are not alone in your confusion!

good luck with whatever you decide.