Actually, you don't see any sort of skilled Canadian smuggling themselves in at all because it's ridiculously easy to get into the USA if you're from Canada. You walk up to the border, say "I have someone who wants to employ me in the USA, and I have a degree. Give me a TN visa." One hour later, your visa application is processed, and you continue across the border to start your new job.
However, even if that wasn't the case, You wouldn't see Canadian PhDs smuggling themselves in because they can get perfectly good jobs outside of the country. They don't need to go anywhere illegally, because they have plenty of options to go elsewhere. If it wasn't for the TN visa, I would be working in Europe, Asia, Canada, or nearly anywhere else, because someone from there would be trying to attract me.
It's not that there's no demand to support the risk. There's plenty of demand. There's also enough demand elsewhere -- if I had trouble getting into the states, some other company would have me, and I would be contributing to the economy there.