There's nothing wrong with making such a decision. Many others make such a decision, whether in an English-speaking country or not. In the US itself, many make such a decision to stay in their home cities and states as opposed to moving to Silicon Valley.
But you also must recognize that you are in the minority. It is a fact that FAANG and comparable companies' Canadian offices are almost entirely staffed by non-Canadians that are parked there because they are either waiting for, or cannot receive, a US visa. Yes, there are some Canadians who want to stay close to home in Toronto or Vancouver, but they are very, very, very few.
Canadians have, thanks to treaties, a pretty simple path to working in the US. I think Australians also have a unique treaty in this regard. All other nationals have, to greater or lesser degree, various hurdles to clear before moving to the US. If tomorrow New Zealand signed a treaty with the US that made moving to the US for work as easy as it is for Canadians, how many of your coworkers and peers would stay?
There is a yawning cultural divide between the USA and the rest of the world. Especially the non-English speaking world.
I am in an English speaking country that slips under the shadow of the cloud cast by the cultural hegemony of the USA (Aotearoa) and when I look around at my lifestyle, my friends, community, and the problems we have as a country and society - salary would not be enough to move me.
I am grossly underpaid by any standard (working on it) but the compensations of lifestyle and culture are well worth it