I’m doing my MS in HCI at Indiana University.
Theres nothing that a university could teach you different than any of the online courses - if your goal is simply to work in the UX industry.
If you’d like to follow a more research oriented path, publish some papers, and later take up PhD, then an MS is totally worth it. The facilities good universities provide for research is really amazing.
The professors you work with matter a lot when you go for research. So make sure you do good amount of research about that before you make a decision.
Worth for money
To reiterate my previous point - unless your motivations are more research oriented, it is NOT worth spending lakhs and going abroad to study. Since you also mentioned youre still in your final year, it’d be better to work a couple of years at least before you go on for MS. Most of my classmates have about 3 to 7 years of work experience in all kinds of fields. It helps a lot of you have some workplace experiences to relate the education to.