You know, in EU2 it's possible to code the AI to prefer colonizing certain areas over others. Is this not possible in Victoria?
Historically, considering the political and social factors involved (treatment and opinions of African-Americans, mainly), the USA would probably have tried to conquer existing European colonies in the Americas, instead of going into Africa. And despite the Census Bureau saying so, the frontier was not fully settled by 1890.
What the Census Bureau had done previously was to draw a line on the map where the population dropped below a certain number of people per square mile. The number was so low (less than 5 as I recall) that even the quarter-square-mile farms given out under the Homestead Act of 1862 were enough to exceed it. Thus, in the 1890 census results, the Census Bureau stated that they could no longer define a distinct 'frontier of settlement' as they had done in the previous ten censuses.
At that time, three of the 48 continental state were not yet states, and there were still large tracts of land in other Western states that had barely been settled at all - eastern and southern Nevada, western Oklahoma, and northwestern Texas, for example. And back that date up to 1885 and most of Southern California could be lumped in too.