THESE PEOPLE ARE NOT IN THE UNITED STATES LEGALLY AND THAT IS WHY THEY ARE LEAVING.
A lot of them have been denied asylum status because their stories are untrue or out of the realm of possibility or their documents are fake.
Most of these people are economic migrants who have been refused legal stay eslewhere/are impatient to follow the regular  channels for entrance to this country.
Most Canadians believe in and support LEGAL immigration and most of us are 1, 2, 3, 4 5 generation descendants of immigrants to this country. 
What people hate is a complete disregard for the rule of law and the exploitation of a very naive country called Canada. No wonder everyone, everywhere pushes Canada around. 
And then these same people will move to the United States once they have fooled and exploited us here to get legal documents!