Because there is significantly less illegal immigration coming from those borders. Responsible resource allocation involves employing your assets where they will net the greatest utility.

https://en.wikipedia.org/wiki/Economy_of_force

https://en.wikipedia.org/wiki/Utility_maximization_problem

Let's say 1 Anduril Widget would stop 10 border crossings/year on the southern border, but only 1/yr on the Canadian border. If I have 100 widgets, allocating them all to the southern border is the objectively superior employment of my assets. Only if my marginal utility per widget drops to preventing <1 crossing per year in the SOUTH should I even CONSIDER shifting resources to the northern border.