We can't get inside his head. While the AHL is handier for the club, as they can watch him more closely, indoctrinate into the Star's style of play, and call him up mid season(which i think Lian would like), there could be other factors, unique to him, that are in play. Does he have a girlfriend back in EU, family obligations? Maybe he doesn't get along with the coaching staff/players in Texas, or he is not ready to adapt to the NA culture.
I don't think that the AHL is much better of a league than the SHL, if at all. Again, I can see the AHL being better to develop him as a Star, but that isn't the same thing as a hockey player, and person. He is still very young... let him go back close to home where he's most comfortable. Every guy is unique.