My understanding is that Uganda was proposed by Joseph Chamberlain in 1903. At that time Britain had no control over Palestine. His proposal was turned down because the entire basis of Zionism was a return to the historical land of Israel. At that point Jews looking for a better place to live were relatively able to immigrate to the US, Canada and Australia. They didn't have any particular need of separate colonies there. It is of course the Jews who got to those countries before immigration was restricted that escaped the holocaust and have generally prospered.