It'd be neat if the journey from the mountainhome to your fortress site actually had an effect on your dwarves. For instance, if there's several tiles of haunted land between the mountainhome and where I want to settle, all seven dwarves shouldn't arrive in perfect condition and in an okay emotional state. The same could go for good-aligned biomes: if the wagon travels through some joyous wilds on the journey, the dwarves would probably be in a pretty good mood when they arrived. You could also take it a step further by actually controlling the dwarves on their journey, or at least planning out the route. You would have to take additional supplies to be consumed during the journey in addition to those used in the eventual fortress. I don't think this should necessarily be mandatory, but it should be an option. For people who really want to build a fort on Undead Tentacle Island, they should be able to disregard the journey altogether, otherwise it would probably make it impossible to get a team of dwarves to the site alive.