1) Housing. It's definitely not as bad as other "world class" cities, but it's bad enough that multiple parents are having to help their children buy homes.
2) Opportunity is too good. "Why not move?", you may ask. Well, there's only so many cities in Canada that are on the scale of Toronto for opportunities. Vancouver is one, but it's even more costly. Other cities just don't come close for job opportunities.
3) Our new Premier is a dip shit and actively ruining our province.
4) Access to outdoor amenities isn't so hot. There's some things, but you really have to drive 3-4 hours for the great stuff.
5) Transit is painfully underfunded. We need more of everything, and we need it 10 years ago.
6) City planning seems totally absent. We have 100k people moving here year over year. Entire new neighbourhoods are popping up almost over night, but there's zero planning in place. A prime example is Liberty Village. Getting in out is a nightmare. There are families growing up here without a new school to be found. There are no parks either.
I'm sure there's more. These are the first that come to mind.