Would imagine it has to do with climate and preferred end of journey being in the southern states for many, they just think this route might work out easier for them, rather foolish as there are fewer places to sneak across the border (it looks wide open on a map, but almost all the remote places end up at easily surveilled forestry access roads and the entire border is bristling with electronic surveillance between crossings). Some do stay in Canada illegally. I don’t think it’s as easy to find work, there’s no network of helpful casual employers waiting to offer jobs, and construction work in Canada tends to be more union regulated. But it’s probably mostly a question of a warmer climate and a community they know is already there waiting to absorb them. The story does not get into how many might be getting past detection, I would imagine it is a rather low percentage.
Possible also that some of these illegals made a choice of Canada but didn’t find what they wanted and so were hoping to get across to the U.S., at that point, would they not realize that their only option would be to seek asylum since they would realize they weren’t authorized for travel to the U.S., so that being the case, their chances are the same at either border if they can only seek asylum at a legal crossing.
Maybe some of them thought there were easier places to cross between border crossings and once you get here and check it out, you discover the fences and electronic surveillance and, as you can imagine, coming from a warm climate there would be a lack of cold weather survival skills. A native Canadian might have some chance of making an illegal entry (but we don’t need to try), however, many of these central American people would freeze to death long before they found any place with human comforts near our long, and largely remote wilderness border regions.