Actually a lot do go to Canada.
Several years back I was dating a woman in Windsor that there was an ongoing fight over what to do with some 1200 Mexican nationals who had been allowed into Canada as “refugees” from the USA. As far as I know, they’re still in Windsor.
A lot would be a hundred times that.
If there were 1200 Mexicans in Windsor, there would be ONE decent Mexican restaurant. Trust me, there isn't one. The closest is on Bagley, just west of I-75.