This question is best asked of /r/askanthropology since it involves a time before historical documents - the subject of this subreddit. Your question includes the idea that there must be some sort of progress in the human experience and that somehow it doesn't make sense for people to be wandering "around so long with nothing lasting to show for it." Hunter gatherers can have complete lives with arguably much less stress and much more leisure time than occurs in our modern "advanced" lives. Ester Boserup wrote an influential book, The Conditions of Agricultural Growth: The Economics of Agrarian Change under Population Pressure (1965) in which she argues that people did not arrive at various stages of "progress" regarding agriculture until population density required it. The progress, she argues, was in fact, a matter of yielding to a lowering of quality of life because the population could no longer be sustained by the easier lifestyle of hunting and gathering, and then by slash and burn agriculture. This and other ethnographic analysis of hunter gatherers questions your premise that humanity is somehow compelled to make "progress." One could as easily argue that population increases compel us to regress.

Agriculture was not a prerequisite to settled societies, although most of the time the two did coincide. One good example is some of the native american tribes in the Northwest -- they built houses and had more of a structured society than most egalitarian systems, but instead of farming, they fished rather extensively.

I would also note that just because a group of people is nomadic does not mean that they're "primitive" or simplistic. A good example here would be the Mongolians, who managed to conquer a massive chunk of the known world before their collapse.

Typically, being able to settle down in one place is associated with more complex societies. This is likely due to a myriad of factors, but one of the largest is the concept of personal property. Nomads are limited to possess only what they can carry on their backs; stationary societies allow people to have much more stuff (including tools, surplus food, and land rights), which in turn requires protection and security. The need for security ultimately requires administrators, who take from others' surplus to survive while providing law, organization, and defense.

You might also see this question also asked today: why was there gap of over 100000 years between modern humans appearing and the advent of agriculture?