I think Wharton would be huge and is huge but I don't think you will be able to take advantage of it to the extent it can give you. My recommendation (though I want to state that I personally have not attended any of these programs), would be to consider which format fits you the most (EMBA or FT) and consider the long term location. If you want to be in Europe or US.
With the FT format of Sloan and MsX, you would have to network, search for a job, and be unemployed if you don't find something. Some don't like that and for some it does not make sense to lose income (though you have no family so it is not as risky). Also some prefer Europe and want to be there long term rather than establish themselves again in the US and learn the new ropes there.
I think if you had a way to leverage Wharton, it would be awesome but without a visa, it is tough.
As to Stanford vs. Sloan - it is a tricky choice. There have been a number of GMAT Club alums who attended MsX (you can check in the discussions and other similar topics
https://gmatclub.com/forum/stanford-msx ... 42517.html and reach out to them. I feel Stanford has gotten a number of bad press complaints during the Pandemic. I don't know if that's really all negative but the helpful side is that it has brought up some of the candid perspective of how these programs operate and what they leverage. I would definitely reach out to students at both programs to set your expectations of what you will have to deal with and work with. That will make your experience much more enjoyable.
You have enviable problems - it is like being stuck which car you should get in a lottery - a Ferrari, Porsche, Lambo, etc