Survival on Pulse is supposed to be really difficult. Everyone just kind of died off. But yeah, it still doesn't make much sense. Everything on Cocoon is supposed to be sustained by FalCie, not just gravity. Their food, their water, even their sunlight! As difficult as it is on Pulse, it's still more practical than maintaining life on Cocoon. The most plausible explanation is everyone on Cocoon still being afraid of Pulse, but everyone seems to be totally fine and dandy with the fact that six l'Cie killed their entire ecosystem so I don't think that's really a thing for them.