Ii must be really difficult when your family are putting so much pressure on you.
I'd say that we usually choose our partner/spouse over our family, its a different sort of relationship and isn't it usual for children to grow up and leave home. Sometimes that means living in a different city/state/country, take your pick. I don't know many people who still live in their hometown.
Can you ask your family to visit you? Can you tell them that they are making you unhappy with these types of comments? IMHO where you live should really be none of their concern, as long as you are safe and happy, but that's coming from someone who moved away from her hometown for University and never went back, and has moved continent a few times since then!
I'd ask them to be happy with the time that they get to spend with you, ask them to visit, ask them to be happy for you in whatever you choose to do - easy for me to say but I do live on the other side of the Atlantic from my grown up children, and it has never crossed my mind to be bothered about where they live. We get together when we can, and we maintain contact using all that technology has to offer.
I hope that you can resolve this problem and reduce the feelings of guilt. Sending positive thoughts your way!