The Roma of Eastern Europe were forcibly settled by the communists. There may be traveling Roma elsewhere, but the large majority are not nomadic.
But most of them (if not all) have a house somewhere where they stay when they’re not herding. What I’ve understood from the Swedish Lapps is that they herd their reindeers when they have to and it’s pretty much only the “man of the house” who covers it. The wife and kid stay at another place and do a more “centralized” lifestyle.
So I wouldn’t count the Sami/Lapps as nomads anymore.
Do you have an example of a group that ever fit that description?
This is true. A settling nomad is most likely going to be stepping into the tough, insecure, and unhealthy life of a sustenance farmer. It’s not really a step up in lifestyle, and people only really do it when their nomadic life becomes unsustainable due to overpopulation or when they are forced to by governments. Unfortunately, most governments resent and fear their nomadic populations. Moving around makes people difficult to survey, control, tax, and wedge into development plans. Furthermore, outdated ideas of "progress’ call for people to settle down. So there are many places where nomads are actively and often forcibly encouraged to settle down.