I just want to say first and foremost: You're living in Paris?! Why would you want to leave?!
Beyond that. I think a lot of us have similar worries. You plunge all this time, money, and effort into applying to these programs. Then you have to wait. Meanwhile, you're one acceptance letter away from uprooting your whole life and moving to wherever. It's super stressful. I also understand your feeling awkward. I'm also wondering to myself what the right approach is if I have to ask them to write me letters again. Like: Oh I didn't get in this time, but if you could do it one more time I'd be grateful! The come back stories some people have of getting rejected by all the schools they applied to the first year and then the next year they get into Columbia are really uplifting.
I mean, I'd rather get into a program (any program at this point) the first go-around but it's nice to know that the more experience you have with applying the better your results seem to be.