Yeah true, but most major skilled jobs are on the list, and you can always apply for an H1-B visa if you need one, if your employer is keen on taking you on board.
Sure, Canada is great and has many advantages the U.S doesn't have, such as being less populated, cleaner, less crime, and less polluted. Quality of life is also higher here, and we have a lot of benefits like healthcare here that they don't have south of the border. There's also a lot less racism here than in the states, and that's important when you're a visible minority.
I think really the only reason to move to the U.S is if you were to get a better job there, and maybe if you don't like the cold weather and want to move somewhere with a hotter climate.
You can always return to Canada as well, once you've worked there for a bit.