The most compelling reason to be a "refugee" from Mexico is for economic reasons. Canada would not be an enticing alternative for the US, it is harder to work here illegally, and we lack the established enclaves of the US. And the cost of housing, rents, et al, will be a big deterrent for those on the lower economic rungs.

Still, some may see us as a back door into the US, should the Trump administration actually build that wall.