Is moving from a CBF125 to a CBR250 a better idea than moving to a 600cc motorbike?

Compromise & go for a 400cc, you obviously have the common sense to ask the question & this caution if carried on to the road will keep you alive! If you were 19 I would advise the 250 as a sensible step, 21 you now should know your not immortal, learn how & when to apply the extra power appropriately & handle the larger heavier bike through the curves with more confidence.