We had better be very selective in which ones we would allow in. The Maritime Provinces are full of descendents of people who left this country - before it was a country - because they sided with the British. Quebec is and will always be French. Ontario is Massachusetts North.
If you want to see a socialist United States, bring them all in.
If any province is Massachusetts North, it is Nova Scotia, not Ontario.
Ontario voted Conservative in its last 2 elections, supported by federal Reformers who had left the federal Progressive Conservative Party, leaving the "Progressive" or "Red Tory" wing behind.
Ontario tends to vote Liberal federally and Conservative provincially, although it will occasionally vote Conservative federally and Liberal provincially. (Strategic voting is more important in a multi-party system than it is in a two-party system like the US.)
Our problem is that the conservatives are not cohesive and the federal Liberal Party has managed to hold sway by shifting its centre of gravity to the left or right to accomodate contemporary wisdon. The federal Lberal Party is not truly liberal and the Progressive Conservative Party is not truly conservative.
Unlike the US, the provincial and federal parties are different organizations, so a Canadian might be a Progressive Conservative provincially and a liveral federally.
Canada is a confederation, not a federation as is the US and as such there is more autonomy in the provinces than in the US states, (i.e. less centralization, although this is changing toward US style centralization)