As a foreign student, it can be difficult to find your place at a new school and in a new cultural community. At the same time, you don't want to completely lose your own identity. If not shaving is something you're unwilling to give up, then you don't have to. This is a choice, not a requirement. If you do shave while you're here and then stop when you go home, you might end up with hair that is not so soft and fine anymore.
Hair usually grows back within a day or several days after shaving.
In the big picture, the issue of shaving is an example of the more global issue of cultural acceptance and cross-cultural communication. As a foreign student, you are, in a sense, an ambassador. Not only will they learn about your country, but it will also give them insight into you as a person and help them understand you better. This is an important lesson for everyone to learn.