Canada
does have a military, and yes, the US is a nuclear deterrent. Also of note is that the US has a
lot more enemies- especially among groups that hate freedom, how morally
weird we are, or how we butter our toast.
Want to scare the world and become known? Canada probably isn't the place to do so, the US is way bigger, has more news outlets, and enough targets that you can probably hit at least one of them.
Want to show the world how cruel you can be, and inspire revenge? Attack Canada out of the blue- the stereotype of Canadians being super chill and apologizing is international, and attacking them will get everyone and their dog angry at you.
Want to do a lot of damage? US.
Want to show that your country is capable of going toe-to-toe with a first-world country? The USA is your best bet.
As alluded to by other commenters, Canada is also protected because its physical barriers touch the United States', and anything major that affects Canada will also affect the US, too.