This is the go to reason that people give, but it just means they haven't tried. No one said it would be cheap or easy but it could be done.
As for gun smuggling, the USA used to be the source of 80% of guns used in crimes in Canada and in Mexico it is 70%.
https://www.quora.com/How-are-guns-smuggled-into-the-United-...
https://www.npr.org/sections/thetwo-way/2016/01/12/462781469...
https://www.vox.com/2016/1/14/10771628/gun-violence-america-...
So actually a gun ban in the USA would help both Canada and Mexico with their gun problems. In Mexico many of these guns end up in the hands of the cartels who are much more willing to use them than your usual criminals, and whilst they would still probably be able to obtain weapons they would not be able to do so in the same sort of volume and they would also have trouble locating ammunition.