Fares are based on competitive factors from market to market. Those ex-U.S. points are lower than ones originating in Canada because CX, NW and UA [and others] offer lower fares from their major gateways and have very small add ons from other points. AC must compete, knowing it can generate some additional traffic out of the U.S. market, but won't otherwise distort their own Canada-based traffic. [How many people would spend the extra money and time to get into a U.S. point to take advantage of these discounts?] There is no citizenship requirement for such fares, that would be against the law in both counrties [discrimination].
And let's get terms correct. It is really Immigration authorities you are worried about, not customs. You are unlikely to be transporting anything but personal belongings with you when entering/leaving the U.S. or Canada. It is rather the right these officials have to refuse entry into their respective countries to persons they have suspiscions about. Having an immediate return ticket to Canada [and onward to HKG, or MEX if this were a MHD] would probably suggest to even the most picky of such officials that your intent is not to remain in the U.S. for more than a few hours. And in any case, if they refused you entry you would have to be returned to Canada on the next available flight that the carrier that brought you could find. As you would be holding tickets and reservations on a flight back into Canada already...
As for removing border controls, I remind you that we are a sovereign country -- as is the U.S. -- and as such must patrol our borders and entry into/out of our respective countries in such a manner. I would personally not want to see the day we never have to pass through Immigration -- nor for that matter use the US dollar -- just for the reason Canada is Canada and the United States is the United States. This means more to me than convenience for mileage runs and cheaper air fares.