I have no inside knowledge as to whether there is any change in the eSim chip between the two phones. This forum is user to user. We aren't Apple and we don't have access to such information.
One would hazard a guess that a 13 Pro which worked with a carrier's eSim service would also do well on an iPhone 14 Pro.
It is ALWAYS advisable to purchase your phone in the country you live and will use the phone. Even if the phone costs more in your country, any savings you realize up front will be gone and then some if you have an issue and have to physically bring the phone back to the US for service.