Kind of the same reason that "Montana is what America was" is popular in that state. It takes a certain resolve, and willingness to deal with fewer amenities found in other states, to successfully live in these places. In the 1800's, so many families ventured into the western United States in search of something other than the lives they knew in New York or Boston or Philadelphia, which were even then big cities. The "Frontier" was known as a the place you could make a hugely successful mark on history, through gold, land ownership, or business building. It also marked fewer people per square mile than most of the eastern states. Today, Alaska, Montana and Wyoming make that same claim, and it still takes a certain kind of person to be happy and successful in those places. In general, I think "frontier" means an unsettled place, with fewer inhabitants, and greater challenges.