Nomads and Republics were the most problematic elements in CK2 (Republics were a mess of hardcoded stuff that worked janky and were very hard to work with in mods, while Nomads have always been broken balance wise and not really interesting since you quickly get to the point where you either stop being a nomad or genocide the settled population of the world), I'm not surprised that they've been done away entirely for now but I absolutely expect them to return playable with revamped mechanics at some point in the future.
I can't really disagree with you as far as playing as a nomad is concerned (frankly, I tried it once or twice and didn't find it engaging, but could see how their mechanics could easily be exploited to be overpowered. OTOH, I liked having them in the game when they were played by the AI. It gave the game a good feel---the nomads were a terror to both tribals and feudals early on, but feudals gradually became more and more able to deal with them. Pretty historical, IMO.
Never personally had much interest in playing as a MR.
While they say that there won't be nomads in CKIII, what I expect to see is that there will be both settled and unsettled tribals, with the latter being the realms that are currently portrayed as nomads in CKII, and there will be mechanical differences between settled and unsettled tribes relating to warfare and holdings, but they won't be different government types.