Firstly, there's the commonly known factoid that the US spends more per capita for health care than any other industrialized nation - in fact you guys pay more than 2x what Canada pays for each of its citizens. So health care, on an aggregate basis anyhow, is actually much more expensive in the USA than Canada.
Secondly is the burden on the individual - I did the taxes for what I would have to pay in taxes in Canada (if I had earned the income there), and the total comes out to about $2K more than my tax burden in the USA. Considering my insurance (employer-subsidized) is still some $100 a month, the difference becomes even less pronounced. Not to mention there's no such thing as a co-pay in Canada (my US insurance plan has mediocre co-pays). Put it all together and suddenly you wonder why America just can't take the money it's already paying and just create a public system where everyone gets care.