Canada is like the USA. Mexico is not. In chemistry when you have two different kinds of metals touch you get dissimilar metal corrosion. You prevent that by painting a wall between the two different kinds of metal to prevent corrosion.
Not enough to join with them, though -- they would only bring us down to their left-wing marxist level. USA is unique in all the world for its Bill of Rights, which the Commonwealth doesn'thave. They still have a Queen, a rabid homosexualist movement, lots of muslim appeasement and terrible suppression of speech rights, including having jailed pastors for reading the parts about homosexuality from the Bible in church. The only thing we have in common is language and founding racial stock; but even that is politically incorrect.