I think Canadians would like to keep their own laws and culture, because they wouldn't want to give up their health care system, legal system (which for some reason involves much less litigation and fewer lawyers), and much simpler tax law.
Canadians have also mostly settled several of the large culture war issues that divide the US: they're happy with legal abortion, (mostly) illegal guns, and gay marriage, and are not interested in reopening debate on those issues.
But allowing labour visa-free access and unifying financial systems would provide great benefits. Not to mention how much I hated the moronic hoops I had to jump through to get my green card.