First things first it's worth clarifying that there are two very different types of nomadic lifestyle. The vast majority of nomadic peoples today and in recent history are pastoral nomads, who live by herding animals. These nomads are every bit as "agricultural" as settled farmers, as their way of life is dependent on domesticated animals. The nomads you're referring too, who's way of life predates the invention of agriculture, are foragers, and there are very, very few of those left.

Which means the answer to your question is essentially that agriculture has wiped out the nomadic lifestyle, although it has taken a very long time and isn't quite complete. But there are only a handful of foraging peoples left in the world. These are people that have been pushed to the most marginal of environments by encroaching agriculturalists, and their way of life is under extreme pressure from further expansion of farmers and herders, and from modern state governments who don't like people who don't stay in one place so they can be taxed. Unfortunately the prospects for them maintaining a traditional foraging lifestyle aren't hopeful, so it's only a matter of time until farming finishes off the foragers.

Actually hunter gathere lifestyles are easier according to /u/Tiako in this AH post I linked.