According to that calculator my taxes would be less in Ontario, Canada than California. In reality they aren't because I do married filing jointly and my wife has no income. But were I a single person it seems that it's not true that the taxes are higher there. In fact I'd be paying $5,000 less in tax in Ontario than in California (assuming wages were the same).

I don't know if EI and CPP would add up to $5,000, but certainly it would be much less if you throw Health Insurance into the the calculation.