The main reason for Canada not becoming part of the United States was that a large percentage of its population consisted of French speakers who felt no natural affinity for the Anglophone Americans. In governing Canada, the British had given French-Canadians a fair amount of freedom in terms of speaking their language and exercising their Catholic religion. Despite its reputation as a haven for those fleeing religious persecution, the United States was riddled with anti-Catholic prejudice, and this was undoubtedly a considerable factor in holding back Canadian Catholics from linking arms with their American neighbors.
Under the circumstances, then, it's not surprising that most Canadians didn't want to rock the boat and potentially make life harder for themselves by joining the American rebellion against the British. They knew they were on to a good thing, and didn't want to throw it all away. Becoming a part of the United States would've been a huge leap in the dark, and most Canadians simply weren't prepared to take the risk.