I'm mixed. She Probably has a lot of messes to fix in Equestria, what with going rouge and running off into another dimension. Family, friends, I'm sure Celestia would have liked a proper goodbye.
On the other hoof, she seems to be needed every time something magical happens there, so she can't just leave. She brings a sort of balance between the worlds, even though that doesn't add up. She brought the magic to the human world and now she is responsible for taking care of it.
I also see no reason she has to choose. She could go back and forth to balance the worlds. It doesn't have to be for good