I think there is a little more to it than that. Mexico is also close, but I've never heard of hordes of Americans threatening to run off to Mexico. Canada is very much like the US; Mexico is not.
Agree - they wouldn’t want to live in Mexico. Canada is, for the most part, nice and clean and very left-leaning. It’s like paradise for the socialist Hollywood bunch. They wouldn’t dream of complaining about their tax rates, as they always say they should be giving more. They could also enjoy the superb socialist medicine! It would almost be worth it to see them wait for a year for a needed test.