Studying abroad may open new international opportunities and may make you more appealing to international companies coming to the US. Like picking a US school, do your research and ensure that you choose a great program. It will also build-out new sets of networks with the professors, students, and alumni, so research that as well.
You may want to inquire whether you can do two degrees. The MBA program that I participated in abroad offered a US degree, but also with completion of a thesis a local masters as well.
I received many local leads to great opportunities during and shortly after graduation and today, 14 years later, it helps to anchor my international brand.