For approximately 90o years now, according to OED,  those of us with wanderlust might properly be defined as a person

on a journey, a person who travels from place to place; a traveller, a wanderer, an itinerant…

…in short, a pilgrim.  That, according to the first entry defining the word according to its oldest usage.  The second definition gives the now more familiar context of journeying to a sacred place as an act of religious devotion, but qualifies that by adding that a pilgrim makes a journey as an act of respect, or homage to a place of particular significance or interest (without necessarily any religious context).  Getting the utility of this word into more widespread practice would be progress, indeed.