I felt the same way almost immediately after my first go through the Unity. Played in the new universe for a couple hours before deciding to reload a save from before the transition, and made the opposite choice. Some of the conversations you have at the Lodge after choosing to stay are pretty poignant, so I'm glad I got to see that.
I'll probably go full into NG+ at some point, but wanted to more fully experience my original universe first. Plus, it's way easier to get those final research projects and max out a few choice skills when I have millions of credits and a boatload of materials gathered off of an entire campaign. I highly doubt I'll have those levels of resources available again.