I would imagine there is a decent amount of nepotism among Fulbright recipients, so finding employment connections in the future could be a benefit... improving a 2nd, 3rd, 4th, etc. language could be a benefit... probably looks good on graduate school resumes...
At the same time, there are negatives... lost wages... unemployment when returning to the US... potential dangers in the country you are conducting the research... if your research project is not relevant to your career interests, it may not be beneficial...