Shipping is so much cheaper in the U.S. because they have a much larger and more dense population. There's just more stuff needing shipping over a smaller area and more competition. More flights, more trucks, more people. Volume cuts costs in the shipping business.
Edit - I still think we get hosed. It's the Canadian way to both hose, and claim hosing.
If more people could afford it I think many would move to other countries but the lack of high paid jobs in other countries keeps us here. It's definately not the weather that is desirable here.