In the US, and to a lesser extent Canada, the idea of the state benefiting too much is seen as lefty socialism (Canada briefly flirted with economic nationalism with the creation of Petro-Canada, but this was vehemently opposed by US energy companies). So we have a classic situation where the profits are privatized to the very few, and the costs are socialized (climate change, abandoned wells, pollution, etc).

as mentioned elsewhere, they don't export nearly as much oil