Why it is not wise to send your entire colony on a caravan

This is why you gotta make firebreaks. Cheapest and easiest is to just pave like 4 tiles out from your walls, to keep fire off your walls.. obviously with stone or other non-flammable tile.

a bigger project would be to surround your base in an outer non-flammable pavement/wall to protect crops/tree harvests.

Best, most resource intensive method is to segregate the map into grids/chunks with walls/pavement, so a fire cant spread out of its grid and leaves most the map untouched.