Only a tiny minority of people have lived on a frontier, that’s sort of the inherent to the definition. Most people now live in a very constructed environment (urban areas). In the past, most people lived somewhere in between; towns, suburbs, etc.
Many of us find our mysteries in artificial areas: parks, little shops, back yards. There’s plenty of beauty and complexity in nature of course. But in human spaces we see just as much complexity and mystery; somebody builds something, it decays, gets fixed up, added to, gets some graffiti. We’ve all got little worlds in our heads that motivate us to do things, there’s plenty of complexity in there, especially once our actions start bouncing off each other.
I think most of the problem with VR so far has been, well… first, the tech just isn’t there yet, it kind of sucks still. But also we’re mostly getting silo’d VR experiences from single authors or companies. Games. There’s no mystery there because it was all intentionally placed by the designer. Eventually we’ll get better persistent dynamic multi-user spaces I bet.