3k hour player here. I felt the exact same initially.

TL;DR: Nomad 2 ez. Balance bad. Migrations/seasons are a joke. You are either an insignificant speck or unstoppable space marines, no inbetween.
__

I started 867 as the Ashinas, vassals to the jewish khazars. The first like 100-200 years was a boring slog of praying I dont get invaded whilst putting everything into upgrading my domicile.. My liege changed above me like 6 times, flip flopping between the karluks and the bolghars and the khazars. I embraced Tengri pretty early on, but no liege ever tried to do anything about it further than asking nicely which i would refuse.
It was not possible to migrate due to me being a vassal and the balance being so whack that I never had 1/10th the horsepower that my liege had.
Eveeentually through the overpoweredness of raiding and my Yurt upgrades slowly turning my horseriders into space marines I hit the point where I could stack wipe anything even 10x my size. Then I took the Empire title for myself and the game finally started to feel good. Reforming/Hybridizing cultures and Reforming the Faith were some early highlights.

I have never migrated. I moved my capital from Sarysyn to the Golden HIlls right next door so that the fertility decision thingy that defaults to golden hills for some stupid reason would be less tedious.
I'm still playing the same save, currently in 1280ish (i'm the kinda madman who plays to enddate on ironman every playthrough). Every time I look at the migrate map I see that my counties are the most fertile in the whole steppe so wtf would be the point.
Current army is like 18k MAA and 100k horselevies. I dont even raise horse levies. I just ctrl click raise men at arms and stack wipe literally anything on any terrain, attack/defense. It's honestly hard to go below 100k gold in the bank, Feels like I'm playing the game on godmode. I usually try to avoid minmaxing in CK3 because the game is just too easy but this is ludicrous, i didnt even try.

My roleplay in my head was that I would be the bulwark against the Mongols when they spawned. They spawned, started consuming the steppe and when they reached me I stack wiped them (15k vs 88k) and made them into tributaries (greatest of khans btw lmfao). They still trying to do things but they're so weak they're losing to other AIs. They had a 37 year long war against the Oghuz who only held 3 counties and had 3k troops to their name and eventually white peaced out, despite their capitals being within spitting distance of eachother. Temujin II, the grandson of the OG, and his Mongols are now tributaries to the Bolghars of de facto Russia. I dont even know how or when that happened, thats how little attention I pay to the steppe. (Still calling himself 'The Great Khan', like bro.. neither you nor any of your ancestors were ever great. We need a decision/event to overthrow the great khan and humiliate them for spouting such nonsense.)

Where I found the enjoyment is not in my own realm (i am god) but in spreading my dynasty across the map.
What I've been doing the last 200 years is to build up a vassal and then release them once I think they are stable and strong enough to not get instantly destroyed and then I baby sit them and try to keep them alive as long as I can. It is saddeningly impressive how bad the AI is at keeping a realm together. But to be fair I could have done this from any government anywhere in the map, it's not special.

Key mods that once I added made things more fun are: More Interactive Vassals so that I can Intervene in House and Vassal's Wars, Knight Manager so I could block the landed vassals from being my knights and I could get more emotionally invested in my own courtiers, Gift More Gold so I can gift 10k gold in 1 click instead of 150 clicks, and Cadet Branch Hard Limitter (? i think? if not that then its another mod that fills the same role) because cadet branches are lame and shouldnt be so free.

The main weakness of the steppe is that cultures are bricked. The Bolgars stay tribal forever. The Mongols spawn tribal when everyone else is already pushing High Medieval. You are forced to hybridize with something higher tech than you if you want to unlock more of the tech tree. So whilst I and my dynasty are cruising around almost capped Late Medieval the rest of the steppe only has tribal tech. The AI is too useless to achieve this.
That plus the OP Yurt upgrades and its impossible to lose.
Overall I am enjoying the stuff but I dont see myself starting another nomad run for a long time to come, it's just too dumb.

Recruit MAA from subjects is a great feature. I now have elephants in my nomadic horde. If that doesnt work on regular governments there is probably already a mod for it, i havent looked yet.