I want to second this. I also had a Ph.D. full fund in the USA but I went to Sweden, and why? Well in that time I had an opportunity to work and fund an start up and boy I am so lucky to find my supervisor in Sweden (over a simple phone call).

Compared to the USA, universities in Sweden, offer far more support to for patents and starting your startups. You essentially get all the support and university won't own your work.

You may think what happened to you is bad (and it is) but sometimes it turns to a new and better opportunity.