How is that strange? Mexico and Canada don’t dictate what the US National Defense strategy is, nor should they. Neighboring countries can have opinions, but Russia is the only nation that determines what it can/cannot tolerate.
The US is not fundamentally inimical to Mexico or Canada, nor has it sought to control their economies. Not even when, for instance, Mexico repeatedly nationalized US investments there, including those in the petroleum industry.
Any mutual economic policy vis a vis Canada and Mexico were sought by Canada and Mexico, each seeking their own benefit.
With Russia it was otherwise, as this whole mess began because Ukraine was seeking EU (not NATO) membership. This was not seen as being to Russia’s benefit (I disagree, Russia had a lot to gain, if they had exercised a little imagination and seen it as win-win, not zero sum). Hence Russia and Russian proxies precipitated a crisis that played out on many levels, and here we are.
Basically the Russians are dicks. Character counts, even in development economics and grand strategy.