Any true terrorists with half a brain would enter our country through the 4,000+ mile border we share with Canada where there is virtually nothing to stop them.
There is a substantially less developed network of illegal alien smugglers, criminal gangs, and document forgery specialists serving the Canadian illegal alien industry. Moreover, Canada is not know for the sort of 'bribery as justice/dollars for documents' legal system as is Mexico, so there are less opportunities for terrorists to get into Canada in the first place.