Advice on: Quitting your PhD because you dislike the place and the associated project?
I am not international, but understand what you're going through.  In fact, when I was in undergraduate, I had an Italian friend in your exact position who left after a year to go to graduate school in Europe...so it certainly does happen.  A couple pieces of advice:

1) have a plan for where you are going before you leave.  I'm not sure about the Netherlands, but the economy in the US is not completely back to normal and it can take time to find (good work)...even for well educated folks.  As you said, having a funded PhDs is a pro, so don't waste it!  At the very least, use this time to study all of your interests, not just your dissertation topic.  For example, if you want to become a computer programmer, master some languages, contribute to some projects and document your work on (e.g.) GitHub.  This can help out A LOT if you decide to leave.

2) having a good advisor and topic are the most important pros.  I live in a great place (nyc area) with great friends...but my advisor and I have communication issues (I chose poorly) and my topic is not so interesting.  For me, these cons (sort of) cancel out the pros as they make life miserable more often than not.  On the other hand, if you live in the middle of nowhere...I can understand why you'd want to leave...but you may not find such a great advisor and topic elsewhere! 

At the end of the day, of course, you have to choose for yourself.  But I would say that if you are currently doing what you want to do and/or this is the kind of work you would like to do after leaving/graduating, then you should stay. At least until something comes along you know would be better for you.  Plus, things could get better for you at school within the next year or so (graduate school is long) and the you would be leaving for no good reason!

Good luck!