You do realize that Boston did build a wall?
Don't confuse a 2011 map of Boston with the terrain of the 1600s. The city was originally built on what could be called an island which connected to the mainland by a long peninsular. That peninsular, the only overland approach to the city, featured a wall and gate for decades.
If an official policy to defend the core territories of the colonies had been adopted, it wouldn't have differed greatly from the actual depopulation of the frontier which occurred when settlers moved from outlying communities and farmsteads to larger, better defended towns. There was a ebb and flow of settlement along the frontier in response to perceived opportunities and threats throughout the colonial period and well into the Federal period. During the Seven Years' War, for example, it's believed the western frontiers of Virginia and Pennsylvania lost more than 50% of it's population when settlers move "back east".
Settlers routinely moved into the interior passing up good or good enough lands in search of great lands. When threats or perceived threats caused outlying settlements to be abandoned, those previously bypassed lands were settled raising the population densities of the older areas and enhancing the colonists' grip on the region overall.
Also, an official call to abandon outlying settlements by authorities in Boston/Massachusetts Bay would not be necessarily be heeded by people in the other New England colonies and settlements even if Boston/Massachusetts Bay was officially in charge of those colonies and settlements. Maine, for example, was a dependency of Boston/Massachusetts Bay and yet was almost untouched during King Philip's War.