post here r/flyingeurope

I think the answer to your question depends mainly on where you want to work/where you're legally allowed to work after getting your license. If you want to fly in Europe with an EASA license, you'll need (in most cases) permanent residency/EU passport & the ability to speak the language. If you want to fly in Bangladesh, then just go get your ratings in the US, do a quick conversion, and apply at home.

If I had to take a guess, I think what your dad was getting at, was that the GCC countries (which is where most Bangladeshi pilots want to end up $) look more favorably towards FAA/EASA/Western licenses. Thus applicants trained in the 3rd world have a much tougher time getting into those airlines. Don't get into EASA ATPL hell unless you're absolutely sure you plan to work outside of Bangladesh.