That's what they're saying about MBAs over in consultancy businesses. I have no idea whether it's true, and definitely don't know whether it's true to all business areas. Harvard and Cambridge MBA classes are full of international students from all over the world, you wouldn't be the first am sure. But if you want to start your own business, then it doesn't even matter about potential employers in consulting, right?
I admire you for thinking of taking the MBA challenge on. After my MSc, I swore never to study again!

And then I changed my mind and did this professional qualification. My dream is to study for the rest of my life. If I was a millionaire, that's what I'd do. I'd start with medicine, then vet, then history, then psychiatry. Man that would be great. The eternal student. Then I could travel the world and 'enlighten' them when am 80 or so, like Nelson Mandela and his circle of elders! Ah well, I can always dream.
I also wish you all the best of luck for your own business. I am too chicken to do it and I have this great idea (which I won't share for obvious reasons!!!) but it's just not the right time of my life. Recently married. Next comes the baby. Really not the time to be financially insecure.