This is the story of almost all nepalis in US. I was frustrated like you few years ago hence i came to Sajha and created a userid with name "Frustu". You can imagine how frustrated i was !

Life is not easy in US. Just because one has Masters or PhD doesn't guarantee anything. I have seen many folks who has done 2-3 Masters Degree and working in Restaurants to maintain that F1 status. Many folks that went to PhD thinking it would be lot easier to land a high paying job after PhD are frustrated as hell as they now realize it's difficult to land a job even with PhD. Some folks did PhD in some random subject which they had no clue about and quit in the middle of PhD program. Some who completed PhD are taking online training with some Dhoti Consultancies. Sad but true.

Imagine the extent of frustration of these folks with PhD and doing training in IT to get a Job ? Most of folks who came to US at 19-20 yrs of age are 30-33 now and without a Job and yet to get Married ! and they compare with someone who finished Bachelors in Computer Science 7 years ago and is now working as a Senior Business Analyst or Lead Analyst at a Fortune 500 company and that brings more frustration right ?

Now Let's get back to your question: Why study ?
if you have a degree and even if you get a Job through any consultancy it's more likely that you'll do okay in the job compared to someone without any degree. Take it as an Entry and you have to use your abilities, skills and whatever you learnt in school to expand your career. Most DV holders who immediately went to consultancy and got a first project are more likely to get fired. This is where you've to be able to show your education.

Instead of getting frustrated, first of all find something you really like an go from there. work hard, study hard and achieve what you want to achieve. you won't gain anything complaining . That's life.