Consider the few frontier-versions we have available to us:
Seasteading, Somalia, and outer space.
THey're all dangerous as hell, that's why they're frontiers.
Seastedding and outer space are also 'spensive as all get-out. And still require goobermint permits.
Try launching an ICBM-class rocket capable of taking your 21st century version of a space covered wagon and see how many NATO countries launch interceptor warheads.
Or building "Rapture" on the sea bed without clearing the area of submarine mines, sonar equipment, fiber optic runs and whatnot.
And Somalia... sucks.
That's like deliberately crossing the ocean in the 16th century and setting up a small colony just down-river from the Aztecs. Or settling on Miranda.
No parallel at all to the Oregon Trail and the expanses of unsettled land from Arizona to Alaska where a fellow could settle down and have no law but what he established with his neighbors. Private contractual law to rule regular life, like was intended for our country.