Has any one else found it weird how the Nekro win like all the other races even though their background story suggests that they would have no interest in claiming the Imperial throne and would instead just simply destroy all living things? 

Does anybody have a more thematic set of victory conditions for the Nekro? I could think of my own but I'm curious to see what other players have done about this or what they have to say. 

The victory condition (thematically speaking) is to claim supremacy over all the other Great Races.  For most of them, this means reclaiming the throne of the empire to rule over their opponents, but for the Nekro it could just as easily mean attaining sufficient power to wipe out all living things in this sector of the galaxy.

They also trade with other races, which makes sense, they will always be someone willing to put profit over good sense.  Further, the Virus is permitted into the council chambers (in a fashion, admittedly one of their representatives is just a hovering bomb.) And they can be waylaid by diplomatic action from things like the Diplomacy strategy, or the Xxcha simply talking them down. Evidently, the Nekro Virus has some sense of self-preservation, it recognizes that occasionally dealing with rather than constantly assailing its enemies is a vaid strategy.