Guess I'm lucky?
As you say, each location is a new start, a break from earlier expectations, and a chance to reinvent yourself. I strongly feel the benefits outweighed any negatives.
I am friends with some folks who have lived in a single area their entire lives, and while they do have a feeling of 'roots' that I will never have, they also have a smaller worldview. Not their fault, in the sense that you can't expect someone who hasn't experienced something to understand it, but I'm glad I lived the life I did.
If you have friends who immigrated at a young age, I highly recommend talking to them about the experience of returning back to their birth countries (if they’ve done so). Especially for those who no longer speak the language, it’s often a reverse culture shock.