Emirates is the airline that everyone loves to hate. But bottom line is they upgraded you to 777CA in a few short years, they pay you decently, more than a US carrier even when adjusting for the high cost of living in Dubai, they pay you perdiem that is 2 to 3 times higher than US carriers so you can actually afford your layovers, they give you a good housing allowance, and they drive you to work in a taxi service. Oh and 42 days vacation a year and the best nonrev network I have ever seen (I use it, my brother is an EK CA).
With that being said, if you want out of Dubai, then the choice is clear, you should come back. If you like Dubai, which is ironically a nice place to live, then consider staying at least a few more years, put another $1 million in the bank, then come over. The loss of seniority will never offset the money you'll make as a CA there until you're ready to make the switch.