That's misleading. The Dalish don't look back at the cost of their future - their current lifestyle is a matter of survival in what's essentially a hostile environment for them, so they can't settle and build a future for themselves when their refusal to surrender their culture and religion necessitates that they have to be on the move to avoid outsiders who threaten them. Their brethren in the Alienages are limited to impoverished and dilapidated sections of the human cities, and their roles are mainly limited to servitude. I'm not certain what you seriously expect them to do when they endure institutionalized racism generation after generation, century after century, for close to a millennia, particularly when entire populations in the cities can be subject to purges, while their nomadic counterparts are outlaws for their way of life and their religious beliefs.
As for their culture, the developers said the elves wrote down information on scraps of paper (when they were enslaved by the Imperium); Gaider even mentioned this specifically when he talked about how it was highly unlikely that the Creators were the same as the Old Gods (when he said that the Old Gods wanted Tevinter to destroy Arlathan).
Exactly. They wander a continent they are unwelcome and outlawed in, scattered like fleas on a dog, rather than uniting, planning and moving forward. TME pretty much spells out the Dalish plans for a comeback "Let the humans all die, then take over what's left behind". Due to their insistence on clinging to a past that is as much (or more) myth and legend as it is reality, they have allowed themselves to be scattered, hunted, and brought to ruin. They are not even a united people amongst their own clans anymore. They're done. All because they refused to look outward and forward.
Had they not been insular, self centered, and mired in the past, Arlathan might have been ready for Tevinter. Instead they were crushed and enslaved.
Had they not been insular, self-centered, and mired in the past, the Dales might have forged friendships and allies with the rest of Thedas, and had support when Orlais came calling. Instead, they were crushed and scattered.
If they weren't currently insular, self-centered, and mired in the past, this time on a clan by clan level, they might be a united people, ready to take steps to move away from a continent that looks down on them as little better than bandits and savages, and on to somewhere else on the planet where they don't have several thousands years reputation and prejudice for being losers.
Looking forward would be doing something like what you yourself have suggested, and moving north of the Anderfels into territory unwanted and unsettled by the humans of the Chantry nations. Instead, they would rather scurry around a subcontinent dominated by people who would as soon exterminate them as tolerate them, and mope about the past and the unfairness of it all.
The elves of Dragon Age are defined by focus on an incomplete past that may not even be real and doing nothing to prepare for the future. That's what they do.
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