You will get paid less in Canada, sadly, in retrospect.
As for flights, if you're moving close to the US border, it's going to cost you much less to fly out from the US than Canada. But always research flights. Skiplagged is a great site for cheap flights! Sometimes it ends up being cheaper in Canada. All depends where you're located, what time of year it is, etc.
Most Canadians only get 2 weeks vacation, but most decent companies have PTO that you can use, some even have PTO that turns over the following year and you can save it up and get a nice chunk of time, paid, off. (This however is rare for entry level or mid entry level jobs or franchised out companies and is becoming more scarce in terms of PTO that you can bank over the years)
I mean, hopefully anyone immigrating from the UAE/Middle East (or anywhere in the world for that matter ) would have done their research and realize that life here will be a dramatic change for you, not only financially but geographically, mentally, politically and culturally. I would suggest investing in a good amount of time researching what life is like here before making any commitment to relocate.
Overall, we're a very diverse country, accepting of all walks of life, religion, opinions etc. We have so many people who live and work here from all over the world. Your experience here will be what you make it, as you're the only one in control of how that will be.
Believe it or not, even though I'm not from the UAE/Middle east, as Canadian who moved to the US (now coming back), even that was a shock to me. I thought Canada and the US were a lot a like, turns out they're not.
While the US has overall cheaper taxes, it meant I got paid less, had to pay for my medical and struggled to find anything I could afford to rent without racking up debt or living paycheck to paycheck. The political climate here is also very toxic, even prior Trump. Also the laws are governed mostly by the state and not by the federal government, so for a woman in a LGBT marriage, I lack protections that I once had in Canada, such as housing, fostering/adoption, medical, insurance etc. Mentally, this has strained me. I didn't do enough research and we rushed into it, because we were sick of living apart. Now we're behind in life where most of our friends in both Canada and the US already have their first houses, two cars, and a nice savings racking up.
I would also research the area you're moving too, see if there are any groups for former citizens/immigrants of the UAE/Middle east. Join some on FB even. Reach out to the local area mosques if you're religious as they can be a great source of support.
I think overall, it's never easy to move, no matter how many times you've done it, or where too. You just need to take it one day at a time and keep going back to why you're moving in the first place. Lay out all you pros and cons and make sure, before you commit, this is what you and your family want