The funny thing is, you probably are not paying that much more in taxes [0]:
"The OECD analyzes the tax burdens of 35 countries, including the United States and Canada. According to its data, in terms of total tax revenue as a percentage of GDP, in 2010, the U.S. collected a slightly lower than average amount of taxes from its citizens ($11,365 USD per capita). Canada collected a slightly higher than average amount ($14,693 USD)."
This is taxes per GDP, but marginal taxes are not that different either.
"The OECD analyzes the tax burdens of 35 countries, including the United States and Canada. According to its data, in terms of total tax revenue as a percentage of GDP, in 2010, the U.S. collected a slightly lower than average amount of taxes from its citizens ($11,365 USD per capita). Canada collected a slightly higher than average amount ($14,693 USD)."
This is taxes per GDP, but marginal taxes are not that different either.
[0] - https://www.cnbc.com/2017/08/07/canadians-may-pay-more-taxes...