Well, that's just it ... the "frontier" was the unexplored and unsettled portion of the United States west of the Mississippi River at the time the Louisiana Purchase was made. The key word being "unsettled." At the time the United States acquired New Orleans in 1803, the city had already been in existence (under the control of France and Spain) for 80+ years; it was hardly unsettled. Contrast this with the next major city to the west, Houston, that wasn't settled until the 1830s. In the southern part of the US, New Orleans served as the last great city before the frontier as the settlers and cowboy culture (popularized in Frontierland) moved west and tamed the remainder of the country.