IIRC, there were several cases of “terrorist” stuff getting through the US/Canadian border.
You put your forces where the threat is most prevalent. The Canadians will work with us in dealing with potential terrorist threats, assuming that the feds don't snub them.
The mexican government, on the other hand, is engaging in a central/south American border war with the US, with plenty within the US government and private sector aiding and abetting it.