You seem to be missing some information. Leon Trotsky departed the Soviet Union in 1929, but Soviet authorities had no say in where he was sent.

Actually, Trotsky spent time in Turkey from 1929-33, France from 1933-35, and Norway for several months, before finally settling in Mexico in 1936 until his death in 1940. So really, Trotsky settled wherever he was able to find asylum by that nation's government, and he spent more time in exile in Europe (~7 years) than he did in Mexico (just under 4 years).

If you want to read more about Trotsky's years in exile, his bodyguard Jan van Heijenoort wrote With Trotsky in Exile in 1978. Just, be prepared for some apologia for Trotsky's ideology and his actions during the Russian Revolution.