From what I know all loans have insurance coverages in cases that the person declares this to the bank due to reasons such as none financial capacity to pay but this applies to personal loans for credit card debts they should be settled before leaving the country.  Since you exited the country without giving notification to the bank this act is a negligence in your part which will be treated as a bad debt and all these are in a database and if you apply for a new loan or credit card surely it will be rejected, as for your immigration concern that is a different story, since you have second thoughts of coming back this means that you really intended to skip your payments and the authorities have every right to hold you liable.