This is an interesting question. I think there are two reason for this. First, most of the illegal immigration comes from Mexico rather than Canada. If you think about it, most illegal immigration comes from Mexico (70%) and South America (30%). There is little illegal immigration (comparatively speaking) from Canada. We need to remember that Canada does not have a population problem or widespread poverty, like Mexico and many South American communities. For this reason, most people want to stay in Canada, especially in this economic climate. Canada is actually healthier than the United States.
Second, there is the issue of illegal drug trade. Most of our illegal drugs comes through the southern border, rather than through Canada. For this reason, much more resources are put on our southern border.