Well, if you can ultimately take over a fortress in adventurer mode...indirect control?
Personally, I enjoyed the escape pod epilogue in Awful Green Things From Outer Space and I'd like the Oregon Trail option for the extra depth and interaction with the game.
Maybe allow extra dwarves but they get chosen by profession and have their own skills, as if you could select immigrants based on title and experience. Also allow extra gear but some might be lost or stolen or used up or even abandoned if you had to leave a wagon. Maybe you'd make trade connections on the road or pass some monks who would consider starting a monastery in your keep. Extra hands to work at first, and some beer and food trade in exchange for building them a chapel within your protection. That could lead to connections though one of the churches, blessings from a god, intrigue from nobles...
In short, a simple version could be a fun way to open a game, especially for story and theme (how do you explain getting your wagon through all the flaming ninja zombie infernal dire under-camels if you don't have to fight and lead the way to your chosen dig point). It would also really come into its own with the (I believed) planned story and external events, religion, factions, guilds, magic, and particularly vehicles.