Would it be worth to give up all, what I have already achive over the retail server?
Okay, here's some real talk.
I played on 6 different servers so far (including GF one) (not just slacking around, but playing the very endgame each) and this right here, might be the second to best one I've ever been playing on. The best one was an own one I hosted together with some friends some years ago (but has been shut down by GF bcz we stole their players) But beside of CoA there currently are no other servers that could ever compete. And with my experience and knowledge about private servers, all the free to play server will not work in the long run. End of story.
On CoA, prices and economy are good and stable, there are a lot of ways to progress (within new minigame rework there are even more possibilities). There is content for everyone, if you prefer solo, group, raid content, doesn't matter. Unfortunately Siege War isn't played as much as some years ago, but there are rumors about pvp content, so I have high hopes already. I also had the server pulling me back from other games/servers 3 times already, bcz the game is just too good for not playing it. And as long as this server equals to my expectations and wishes, I will stay here for longer for sure.
You can still pay to win, but you really get something for your money, so it's really worth it cashing here (if you know what to buy from it). But there are still viable ways to join the endgame without paying a dollar at all. I've seen many players completing this way successfully.
It would take ages to list all your benefits compared to other servers at this point, so I just tell you: It's definitely worth it on CoA, at least having a try. There are a lot of helpful players around that may help you even if they don't know you.
There are only 2 major disadvantages I feel uncomfortable:
First, the balancing process (which lasts for over 2 years now and I can't understand why, since we finished that within 3 months on our own project back then). People told me I should think about it like seasons and your classes are being reworked within every half year all over again, but tbh it's just annoying in the meantime, especially if you made your own experience with balancing in this game... The major issues about that are: 1) more patches make stuff more and more complex and 2) communication isn't as good.
Speaking about communication, this leads me to my 2nd point. Communication in general could be improved at some point, there are feedback threads existing and devs do respond here and there, you can make suggestions that might be accepted and implemented, but chances for bad ideas being implemented instead of good ones are quite high. So one could say, 90-95% of the posts in the balancing feedback thread are just bullshit bcz ppl complaining about their favorite class(es) without being objective at all*. But to be fair, this was the case on any server I played on since.
Tldr: the devs seem not to be able to properly decide between bs posts and really good suggestions (at least it feels like that) and sometimes, out of nowhere, decide something between absolute trash and insanity and nobody knows, why.
(*: I'm not excluding myself from that statement, since everyone would always fight for his/her own class. But exactly THIS is the problem in this topic. So this entire thread is not useful as viable "feedback".)
However, these decisions are just the minority, most of the content is really good (and god bless we have more than only 1 class a player can play per role). I do like the minigame rework, the nostalgia group content, even the custom core instances (except inferno, i still got ptsd from its release).
Regarding your question: It doesn't matter what you leave behind, since it's all about fun. And fun doesn't scale with material or virtual things, but with your situational feelings. So I would recommend to give it a try. You don't need to delete your acc on other servers and maybe come back if this one doesn't match your wishes and expectations.
Have a good one. UwU