Much of Scandinavia is frontier land, and that is where Scandinavians go for vacations. The mountains where you ski or hike for miles without seeing anyone. The coastline where people explore and go fishing. I've had friends who were almost killed by a moose. Another who as a kid had many close calls with polar bears. Many of us grew up taking the boat out by ourselves from the age of 6 onwards, to go exploring. And many of us experienced mishaps where we had to rely on ourselves to get home safely. To me frontier is venturing forth alone or in small groups to stake a place to live or explore. My grandfather did just that as a frontiersman in the US about a 100 years ago. The same experience is alive in much of Scandinavia. Many families have cabins in remote areas that were built by the family. This is where we go to recharge our batteries and get back to nature.
There's a world of difference between "wilderness" and "frontier." I freely acknowledge that there are mountains where you ski or hike for miles without seeing anyone. At the same time, they're the same mountains where your ancestors have been skiing or hiking for miles since before the advent of written language. The culture of Scandinavia has been Scandinavian since before the Etruscans; neither the Romans nor the Mongols so much as set foot there. By contrast, I grew up in a place where the houses were built on the roaming lands of nomadic tribes that were kicked out for once and for all at a time when their leaders were studied by anthropologists from Washington and their artifacts were shipped to the Smithsonian. Your definition of "frontier" is not the definition of "frontier" and that parameter mismatch is important.
Well, frontier means the end of settled land. Yes, being a pioneer exploring the new land to the west in North America was different, but then that happened long ago in the US, and by a small proportion of the population. My grandfather was among them, and he loved telling tales from that time. Just as he loved telling tales of his experiences of challenges in the wilderness in Scandinavia. The tales didn't seem qualitatively different.
Israel was founded by Ashkenazi Jews whose culture had been a part of Europe for two thousand years. They settled in a place that had been civilized for ten. Yet theirs is a frontier mentality simply because they are inflicting their culture on a place that hasn't had it in the memory of anyone in their culture. I'm unaware of any Scandinavian ghost towns. I could be mistaken. On the other hand, I could drive to a dozen within half a day of here and I am almost under the shadow of the skyscrapers of Los Angeles. More than that, I watched them emerge in Arizona between two road trips ten years apart. No shade on your grandfather but "wilderness" and "frontier" are different things, and they lead to a different mentality.