I guess my parents felt the same about me leaving. They were very upset as I had been living with them for 5 years when I left. They always said that it was nice to get to know me again after leaving home at 19.
Jobs and oppertunities like this are few and far between Steve, and I feel so lucky to have been in the right place at the right time to land my job, but I don't take it for granted. I also feel sad leaving my parents behind, but know that they wish me the best and love me even though I am on the other side of the planet. But like we all know (having experienced long distance relationships) we are only a 'click' away and we can talk together face to face. We all have reasons for leaving home and loved ones, normally to better our life and prospects and I am sure your sister's daughter has done the same. Wish them well and reinforce this thought to your sister. For me being with my wife and family was my main priority and my parents always knew the day would come that I would leave.
You will be doing the same too Steve when your plan comes together, you will have mixed feelings I am sure.