The Wandering Jew is a character from a medieval Christian legend. The character, I presume, comes from the fact that Jews have been wandering (and wondering) for millenia before. The legend has had a lot of versions with various interpretations of this character. Many are antisemitic, while others portrays him as the undying Jew in search for truth.
There're a number of reasons for our title. The wandering is a common element of all Jews for a loong long time, and still going far and wide. And the Wandering Muse connects them all.