This is not an exhaustive list, but here's what I am thinking:
- The eastern liturgy is beautiful, but I prefer the greater level of verbal interaction between the celebrant and the laity as found in the Anglican/Lutheran liturgies.
- It would be very hard for me to leave behind western hymnody. I hope all you former Lutherans still have a soft spot in your heart for "A Mighty Fortress."
- I have nothing against eastern culture, but its not who I am, and there are a lot of worthy Danish/English traditions that I would like to remember and observe, and would be lost to my descendants if I became culturally Syrian or Greek.
- This isn't necessarily an east versus west issue, but a big concern I have pertains to what will happen in the event that the faithful Lutherans and Anglicans are absorbed into either the RC or EO churches and the remnant fades away into history. What happens to the worthy traditions and memories of those Lutherans and Anglicans who were faithful to God in their context? IMHO, Bonhoeffer, Bach, Ramsey, Lewis, and numerous others in the Lutheran/Anglican churches have made great contributions to the church catholic. I fear they would be forgotten unless there is something more along the lines of a corporate reunion. On the RC side, we'll see how the Anglican Ordinariate pans out. On the EO side, the Western Rite's continued viability concerns me as long as it remains a smattering of scattered parishes - if there were to be a Western Rite diocese established, with its own bishop, then that would help.
Keep in mind, ours is a convert parish (one of those that converted in the late '80s with the Evangelical Orthodox), but ours is also very, very traditional, so I don't think we're Protestantized by any means. Having said that, my diet hasn't changed except on Wednesdays and Fridays, during Great Lent and Advent, and during the Apostles' Fast and the Dormition Fast. We eat as we always ate other than the fasts. Perhaps in some more ethnic parishes that might be an issue, but I wouldn't let it bother me all that much. I think the fasting changes your diet more than ethnicity or culture. We also have a high degree of interaction between the celebrant and laity. I understand there are some Orthodox parishes where the laity don't participate as much, but I've visited 2 others besides my own (one other Antiochian parish and a Greek parish), and participation of the laity was high in both.
As to your concern about the Lutheran and Anglican remnants fading away into history, I don't think there is a great danger of that happening. Honestly, I don't see any mass Lutheran and Anglican conversion anytime soon. People cling to traditions for a lot of reasons, and not always those which are theological. Even if convinced the Eastern Church is the One Holy Catholic and Apostolic Church in theory, there are many Lutherans and Anglicans who still would not convert for other reasons. That's not a criticism -- I'm sure the same is true of Orthodoxy. It's just the facts.
Re: hymnody, I confess I never missed it (and going in I thought I would). The hymnody and Liturgy of the Eastern Rite is so rich, I just haven't yearned for any of those hymns at all. That's not to denigrate them -- I love We All Believe in One True God, Thy Strong Word, Jesus Christ our Blessed Savior, On My Heart Imprint Thy Image, All Glory Laud and Honor, At The Lamb's High Feast We Sing, O Dearest Jesus, etc. I particularly love the catechetical hymns like Lord Help us Ever to Retain and the particular communion hymns like Let All Mortal Flesh Keep Silent and even the dismissal hymns like Sent Forth by God's Blessing. But I honestly never sat through an Eastern Liturgy and said "boy if we could just get some good Lutheran hymns in here...." As much as I still love those hymns, once I was in the beauty of the Eastern Rite, they just weren't missed.
It sounds like you're a relatively content Lutheran. There is much in that tradition to rejoice in -- I know I have taken much from it that is meet, right and salutary. But you can't really become a "Lutheran Eastern Orthodox Christian." The East is what it is, and what it is, we contend, is the Church. If you prefer the Western Rite, that's available, but if you are having issues breaking from Lutheranism, it might just be that you are perfectly happy there and aren't really looking to convert fully. If that's the case, I'd caution you to be very careful. I fear you would be far worse off joining an Eastern parish and then lapsing back to Lutheranism than just remaining Lutheran.
That's just my $0.02. Take it for what it's worth.
P.S., I also converted from WELS to Orthodoxy, but we were LCMS first and realistically that's where our heart was. Which is to say, we converted from WELS for precisely the reason I suspect you find it odd that someone would.