There seems to be a bit of a misunderstanding in this question. The geographical territory that was known as the Pale of Settlement was not an area the Russian Empire settled with Jews, it was an area in which the Empire expanded into which contained a large Jewish population. In short, imperial expansion and control of the former Polish-Lithuanian Commonwealth in the eighteenth century led to the Russian Empire inheriting a very large Jewish population.

The restriction of the bulk of the Empire's Jews to the Pale was a fairly drawn-out and contradictory process. Mobility was not much of an issue for Catherine II's reign, but her successors did concern themselves with Jews' potential to leave the Pale and "infect" the wider Russian body politic. But it was not until Nicholas I that some of the more hard-lined restrictions entered into play. The Nicholavean regime imposed various restrictions as part of a larger state process to corral the nationalities problem of the Empire into a semi-coherent form. But while the Jewish policies were largely discriminatory, these coexisted with other initiatives that tried to integrate Jews within the imperial order of ranks and peoples. Nicholas I introduced conscription and some tentative attempts at colonization outside of the Pale by select, proven, groups of Jews.

This imperial approach towards Jews was very typical of Romanov rule in which the imperial state sought to regulate and control its nationalities (broadly defined) and lock them into defined, subordinate statuses to the tsar. But Jews though were something of a special case in that antisemitism made it far more likely that Jewish communities would receive a much greater share of the stick rather than the carrot. Outside of perhaps the Poles, there was no other ethnic "boogeyman" equivalent to Jews within the Russian Empire. Jewish settlement outside the Pale was often highly conditional on professional status and other facets of class. There was no concrete or large-scale attempts to "attract and hold" Jewish migrants as there were with Germans and other Europeans. The colonization schemes often entailed concessions on religious liberty and self-governance which were non-starters for the Romanov state when it came to Jews. It also bears mentioning that many of these non-Russian Christian migrants also found that the subsequent imperial governments did not honor the original charters with regards to these liberties. Internal Jewish colonization within the Pale was allowed and to an extent encouraged by the imperial state, but not outside the borders of the Pale on a large scale.

These restrictions and the increasing wave of pogroms in the nineteenth century did lead to Jewish emigration, but outside of the Empire. The bad press from the Pogroms did result in the imperial state relaxing its restrictions on emigration for Jews leading to waves of Jewish outflow to the Americas and Europe. But there were still masses of Jews within the Pale even with these migrations and it was only with the end of the imperial state that unrestricted open movement became legally possible. But even here, old habits of antisemitism and distrust of Jews remained and the various Soviet-era settlement projects like the Jewish Autonomous oblast were never very popular with the state. Soviet Jews were an accepted national minority, but one which the state was very leery of giving it too many freedoms and privileges.

Sources

Kappeler, Andreas, and Alfred Clayton. The Russian Empire: a multiethnic history. Harlow, England: Pearson Education, 2001.

Klier, John Doyle. Russia Gathers Her Jews: The Origins of the "Jewish Question" in Russia 1772-1825. Dekalb: Northern Illinois Univ. Press, 2011.

Nathans, Benjamin. Beyond the Pale: The Jewish Encounter with Late Imperial Russia. Berkeley: University of California Press, 2006.