I don't know how much you know of our history, but during the American Revolution (War of Independence), there were Patriots and Loyalists (those loyal to the Crown). Following the war, the surviving Loyalists were ousted out of the new United States. Some went back to England, but most moved up into Canada and settled there. That's how my ancestors got here.
Now, the interesting bit. My 7th great grandfather was a Loyalist. His brother was a Patriot. That happened in many families back then. That way, there would always be someone on the winning side (as long as he survived). In my case, both brothers survived. So, my ancestor moved to Canada and settled on the northern shore of Lake Ontario, founding a small town named after Brighton, England. I actually have thousands of blood relatives living in the United States. On the other hand, they have thousands of blood relatives living in Canada.