Welp, guess we've got to go full Genghis Khan, seeing as how we get penalized for settling. That sucks. When hordes conquer empires, they usually end up assimilating into the culture of the conquered. A lot of the culture we develop prior is going to get lost.
Wanderlust is a tier 1 trait, they're universally shitty. Anything you could've picked would come with a drawback at least as severe. Depending on how you develop it, wanderlust can become extremely useful and/or lose its penalty to settling.