What makes you think I can't go to the US? My understanding is that if you choose to leave Canada, there is always a possibility that your immigration status can change when you try to reenter, and that will put your PR application in jeopardy. This should always be considered, but as far as I know there is no hard and fast rule saying that you can't leave while you're PR application is processing.
I think the risk is very low for me because I am from a visa-exempt country (USA), and I am currently working in Canada on a work permit with multiple entries. I'm still waiting for my OWP, but I have a temp work permit that was sponsored by the company that hired me.