It’s because when the US thought it could invade and conquer, they were thoroughly trounced and had their original White House burned down. The strategic calculus never made annexing Canada a viable proposition beyond then, and there are enough cultural differences to prevent a peaceful annexation.

Similarly, Poland once occupied Moscow in the distant past and has managed to persist as a distinct nation, though the Russian calculus sometimes worked out against Poland such as during Russian-Prussian or Soviet-Nazi alliances.

Ukraine and Russia have their own history yet Ukrainians have managed to valiantly persevere as we can witness today. Unfortunately for geographic reasons the strategic calculus there is much tighter than US-Canada or Russia-Poland.