I actually see much of the early immigration as the reverse: people who wanted to maintain their old stable lives, but for various reasons were finding it difficult to do so in Europe, due to religious or political differences. So, they left to found a new society elsewhere, where they could keep and enforce their traditional community norms. The Puritans were not looking for frontier living or risky fortune, but rather for the opportunity to maintain a very communalist, strict, religious community in keeping with their faith. Early Puritan communities were not some kind of individualist libertarian society, but more like religious communes, with strict rules on what you could do on which days of the week and in what manner. The Hasidim might be the closest modern-day analog: they moved to places like Brooklyn not out of a desire for adventure, but because it was somewhere they could maintain their traditional way of life, which was becoming impossible to do in Eastern Europe. Within the U.S., the "Mormon exodus" westwards from Illinois to Utah had a similar motivation.