I play on Immense (until larger maps are released!) so I find the wormhole business just fine. It is expedient on large maps to get the intel on other empires; plus, it is worthwhile (imo) to build several survey ships to keep harvesting the anomalies. So one on a wild goose chase isn't that big a deal. And all the way back it is mapping the galaxy. Or, the choice might be to decommission and build another.
On a small map, come to think of it, the map info from a wormhole run is likely even more valuable. The problem is the cost in not getting surveys done and the relative cost of building a replacement is higher.
Just my 2c.