I did the opposite swim and have had the exact same experience. I miss some of my friends but found my family to be much more reliable.
I try to avoid having preference of one pond over another. I now understand how each system is different and see the advantages and flaws in both.
One thing I try to avoid is "immigrant guilt". I don't know if there is a word for it but when you move to another country some try to over compensate for fear of losing their identity, ie. being extra British, or extra American (this is the one people tend to meet it seems), or extra French. These people tend to celebrate the national holidays even if they never did before, wear patriotic or national shirts, or go extra thick on the language.
My experience is the same as both of you except I don't really count where I was born as my identity. It informs and effects my actions but I try to choose where I live based on where I can have the best quality of life.
But what I didn't expect was how much I learned about my own (Danish) culture.
I also learned who where my friends, who did I miss, who I could live without.
I swam across the pond from one culture to another and learned that the water might be different but the fish are more or less the same.
I have to say I liked the new pond better than the old one.