I think the operative word is "appears". They're talking about how players felt when looking at the Galaxy Map, where you could easily zip around from one end of the galaxy to the other. There was little sense of a frontier to explore. Getting back to that would certainly tie in with the trailer's Western theme.
EDIT:
'ed.
This.
Even if we explore throughout the Milky Way, we still have an established setting where X space is 'Council Space', Y is 'Terminus Systems', and Z is 'Attican Traverse'. Each sector 'works in a certain way', even if Bioware had us see all sorts of pre/early spaceflight societies and investigate existing species (though we can still do this in MEA...) more, etc.
Bioware could either desconstruct and rebuild this understanding (and yes, I'd have preferred that and I support the idea), or they can go to another out of the POSSIBLY INFINITE galaxies and try out with more of a clean slate. Gamers can decide to accept this design decision or not. And it doesn't mean we never return to Milky Way, but like Ferelden in Dragon Age after DAI, it isn't likely we spend a lot of time there again any time soon. Again, we can accept that or not.
Just as DAI expands players' understanding of reality in DA with the green rift breach and raw fade explorations, MEA may expand players' understanding of the expanse of space and what one could find not just in the Milky Way galaxy, but in the galactic cluster/universe. Again, it doesn't mean we will never ever return to Milky Way.
I get the feeling of 'fun field trip' with this game's tone. Conflict and possibly war, but not necessarily extinction neigh (again, at least in tone). Most gamers and indeed most fans will probably be cool with this, but I understand some need either a complete reboot to feel satisfied, or want immediate and full resolutions of ME3 (see: ITers), not anything that even remotely looks like a distraction from that.
EDIT: What I've been against in the past, is the core 'Ark Theory' concept alone. That is, the exact idea of the Council sending out an Ark Ship without anyone elses'/Shepard's knowledge, finding super duper tech, and having a main story almost purely about preserving humanity, even while its saved in the literal interpretation of nearly all the ending options of ME3.
Its just weird.
But there's a lot of variations and weirder or more unique takes on things that could make this all work. And I'm certainly not against the 'establishing frontier presence' feel of things, though it isn't my favorite and I'll try to do any missions/content that deviates away from that. I want to discover secrets, not be space cowboy.
But honestly, space cowboy in this Mass Effect setting does feel more appealing to me than space marine. I'm done with being the Commander. Not done with aspects of him, but I'm perfectly fine with no longer being him.
N7 can mean a lot of things, and I just hope Bioware embraces many of the meanings - this could include Shepard, somehow. But I'll leave it at that.