"Moved to the west" and "moved west" are indeed different.
"Moved west", just means they moved westward to a non-specific location. It was just west of where they were before. The pioneers moved from the east coast and expanded out westward, in something called the "westward expansion".They went all places west of where they were - not just "the west".. An indefinite number of people moved to indefinite locations west of where they started.
"Moved to the west", means it was a specific location. "the" is the key.
For example. if someone in Asia moved to america they could say "She left Korea and moved to the west". "The west" being an accepted use of a term to define America/Europe as western countries. Likewise, I could say "I left America and moved to the far-east", this is an accepted term for regions Korea/Japan/Taiwan/China etc.
If I am in America, and someone says "They moved west" I have no idea where they went other than it's just west of where they were.
If someone says "The moved to the west" I would assume they meant California. But we would most likely say "They moved to the west coast", here I am left with no doubt they mean California. We also frequently say "she moved out west", this means likely anywhere in the "Pacific Timezone".
These are just colloquial terms that americans have for places.
The west Coast = california
Pacific Northwest = Oregon / Washington