It is faster to go up the status ladder in a programme that has no hub in your country but the problem would be when you want to spend your miles, you will have restricted options on what to do as most flights have to go through a local hub leaving a handful of other mileage flights available.

This will be particularly noticeable when you change your job.

Despite the ability to go faster using a foreign programme, if you are intending on using your miles for your personal travel, it may be worth the pain in sticking to your home base.