You shouldn't think of it so much as leaving your country, though, for someone else's. After all, Canada (English Canada, anyway), was founded by Americans who left the US for political reasons in the first place. In essense, all you're really doing is continuing that heritage. Canada has always been a safety valve for the United States. Years ago, I had a friend in Seattle who surprised me by saying he hoped Canada would never become a part of the US... he told me it was far too useful the way it was. It provided a few necessary examples of practical alternatives that would vanish if it weren't there, and gave people in the US with unpopular views a means to voice them (Malcolm X, Ralph Nader), or even, if needs be, a familiar place to escape to (draft dodgers). He said something to the effect that 'when the world wants to be free, it moves to America. When Americans want to be free, they move to Canada'. [Emphasis mine.] It's an oversimplification, but I've always thought it was a nice, pithy way of summing it up.I agree! I had a similar thought, though less articulate, here.
It's especially true as the US becomes less and less free. It retains the superficial veneer of freedom, but there's little democracy left under the surface.