If you're moving for economic reasons, because you're country was decimated by colonialism / neocolonialism, and the country you're moving to prides itself on individual liberty then you have no obligation to completely abandon your native culture.

Even today 'expats' rarely integrate into the local culture. Don't give up a part of your identity just because you want to fit in.

By all means, when in Rome do as the Romans do. But that doesn't have to mean losing yourself in the process