However at the same time it would not be difficult to travel from the southern US border to the US-Canada border. I would wager its easier than making the journey from south america to the Mexico-US border.
But being a better place does not always equate to more people wanting to immigrate there. If it did we would see more people coming to countries like Canada than the US. I think part of the major appeal of the US is the basically open southern boarder and very lax immigration law/policies. You have entire states that advertise they flout federal law and are a sanctuary state. That has to be a major major appeal for someone considering an illegal crossing. Basically you get to one of those states or cities and your likelihood of being deported drops significantly.
I am not super familiar with Canada's policy or system but based purely on numbers it seem like they keep a much tighter control on the number coming in.